Dynamic liquidation under market impact (Q2994855)

From MaRDI portal
Revision as of 10:16, 5 March 2024 by Import240304020342 (talk | contribs) (Set profile property.)
scientific article
Language Label Description Also known as
English
Dynamic liquidation under market impact
scientific article

    Statements

    title
    Dynamic liquidation under market impact (English)
    0 references
    author
    Thangaraj Draviam
    0 references
    Thomas F. Coleman
    0 references
    Yuying Li
    0 references
    publication date
    29 April 2011
    0 references
    Mathematics Subject Classification ID
    91G80
    0 references
    93E20
    0 references
    90C15
    0 references
    zbMATH DE Number
    5882387
    0 references
    zbMATH Keywords
    liquidity costs
    0 references
    stochastic programming
    0 references
    trading costs
    0 references
    transaction costs
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q2994855&oldid=27414817"
    Powered by MediaWiki