Optimal liquidation under partial information with price impact (Q1986008)
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scientific article
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Optimal liquidation under partial information with price impact |
scientific article |
Statements
Optimal liquidation under partial information with price impact (English)
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7 April 2020
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optimal liquidation
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stochastic filtering
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piecewise deterministic Markov process
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viscosity solutions and comparison principle
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0.8668660521507263
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0.8527179956436157
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0.849994421005249
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0.8488897681236267
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0.8317392468452454
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