Portfolio liquidation under factor uncertainty (Q2117436)
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scientific article; zbMATH DE number 7493817
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Portfolio liquidation under factor uncertainty |
scientific article; zbMATH DE number 7493817 |
Statements
Portfolio liquidation under factor uncertainty (English)
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21 March 2022
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stochastic control
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uncertainty
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portfolio liquidation
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singular terminal value
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super-linear growth gradient
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0.8233134150505066
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0.8200116157531738
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0.8184325695037842
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0.814827024936676
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0.8137297630310059
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