Optimal long-term investment in illiquid markets when prices have negative memory (Q2064830)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal long-term investment in illiquid markets when prices have negative memory |
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Optimal long-term investment in illiquid markets when prices have negative memory (English)
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6 January 2022
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fractional Brownian motion
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optimal investment
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price impact
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processes with negative memory
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