Optimal Execution with Multiplicative Price Impact (Q5250046)
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scientific article; zbMATH DE number 6435989
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Execution with Multiplicative Price Impact |
scientific article; zbMATH DE number 6435989 |
Statements
Optimal Execution with Multiplicative Price Impact (English)
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15 May 2015
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optimal execution problem
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multiplicative price impact
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singular stochastic control
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