On Regularized Optimal Execution Problems and Their Singular Limits (Q5879351)
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scientific article; zbMATH DE number 7657802
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Regularized Optimal Execution Problems and Their Singular Limits |
scientific article; zbMATH DE number 7657802 |
Statements
On Regularized Optimal Execution Problems and Their Singular Limits (English)
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28 February 2023
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optimal execution
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illiquid markets
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stochastic volatility
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stochastic liquidity
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viscosity solutions
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