Optimal asset liquidation with multiplicative transient price impact (Q1630423)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal asset liquidation with multiplicative transient price impact |
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Optimal asset liquidation with multiplicative transient price impact (English)
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10 December 2018
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singular control
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finite-fuel problem
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free boundary
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variational inequality
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illiquidity
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multiplicative price impact
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limit order book
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