What if we knew what the future brings? Optimal investment for a frontrunner with price impact (Q2156348)
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scientific article
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| English | What if we knew what the future brings? Optimal investment for a frontrunner with price impact |
scientific article |
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What if we knew what the future brings? Optimal investment for a frontrunner with price impact (English)
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18 July 2022
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Gaussian Volterra integral equation
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inside information
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price impact
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exponential utility
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optimal investment
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0.7982468008995056
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0.7810866236686707
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0.7611084580421448
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0.7444736957550049
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0.7382767796516418
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