What if we knew what the future brings? Optimal investment for a frontrunner with price impact (Q2156348)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | What if we knew what the future brings? Optimal investment for a frontrunner with price impact |
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What if we knew what the future brings? Optimal investment for a frontrunner with price impact (English)
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18 July 2022
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Gaussian Volterra integral equation
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inside information
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price impact
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exponential utility
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optimal investment
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