Optimal sale strategies in illiquid markets (Q1781150)
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scientific article; zbMATH DE number 2176416
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Optimal sale strategies in illiquid markets |
scientific article; zbMATH DE number 2176416 |
Statements
Optimal sale strategies in illiquid markets (English)
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16 June 2005
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Stochastic impulse control
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HJB quasi-variational inequalities
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Liquidity discount
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Large sales
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0.8389341831207275
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0.8283153176307678
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0.8251871466636658
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0.8212573528289795
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0.7979592680931091
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