Optimal execution with price impact under cumulative prospect theory (Q2150064)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Optimal execution with price impact under cumulative prospect theory
scientific article

    Statements

    Optimal execution with price impact under cumulative prospect theory (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    27 June 2022
    0 references
    optimal execution
    0 references
    price impact
    0 references
    reference points
    0 references
    cumulative prospect theory
    0 references

    Identifiers