Optimal liquidation strategies and their implications (Q1017047)
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scientific article; zbMATH DE number 5554433
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Optimal liquidation strategies and their implications |
scientific article; zbMATH DE number 5554433 |
Statements
Optimal liquidation strategies and their implications (English)
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18 May 2009
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stochastic control
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trading strategy
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liquidity risk
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transaction costs
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stochastic volatility
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0.8431801199913025
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0.8328485488891602
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0.8320802450180054
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0.8305785655975342
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0.8258647918701172
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