Dynamic liquidation under market impact (Q2994855)

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Dynamic liquidation under market impact
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    title
    Dynamic liquidation under market impact (English)
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    author
    Thangaraj Draviam
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    Thomas F. Coleman
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    Yuying Li
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    publication date
    29 April 2011
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    Mathematics Subject Classification ID
    91G80
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    93E20
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    90C15
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    zbMATH DE Number
    5882387
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    zbMATH Keywords
    liquidity costs
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    stochastic programming
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    trading costs
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    transaction costs
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    OpenAlex ID
    W2088967736
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