Optimal liquidation under partial information with price impact (Q1986008)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal liquidation under partial information with price impact |
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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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