Optimal trade execution under endogenous pressure to liquidate: theory and numerical solutions (Q1681457)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal trade execution under endogenous pressure to liquidate: theory and numerical solutions |
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Optimal trade execution under endogenous pressure to liquidate: theory and numerical solutions (English)
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23 November 2017
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optimal liquidation
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price impact
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square-root law
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singular boundary value problem
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stochastic optimal control
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