Optimal liquidation under partial information with price impact (Q1986008)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7188036
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Optimal liquidation under partial information with price impact |
scientific article; zbMATH DE number 7188036 |
Statements
Optimal liquidation under partial information with price impact (English)
0 references
7 April 2020
0 references
optimal liquidation
0 references
stochastic filtering
0 references
piecewise deterministic Markov process
0 references
viscosity solutions and comparison principle
0 references
0 references
0 references
0 references
0 references
0 references
0.8668660521507263
0 references
0.8527179956436157
0 references
0.849994421005249
0 references
0.8488897681236267
0 references
0.8317392468452454
0 references
