Stability for gains from large investors' strategies in \(M_{1}/J_{1}\) topologies (Q1740520)
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scientific article
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| English | Stability for gains from large investors' strategies in \(M_{1}/J_{1}\) topologies |
scientific article |
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Stability for gains from large investors' strategies in \(M_{1}/J_{1}\) topologies (English)
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30 April 2019
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continuity of proceeds
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illiquid markets
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no-arbitrage
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optimal liquidation
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Skorokhod space
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Skorokhod topologies
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stability
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stochastic differential equation
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transient price impact
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0.7361865043640137
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0.729927659034729
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0.7290245294570923
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0.728717565536499
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0.7271114587783813
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