What if we knew what the future brings? Optimal investment for a frontrunner with price impact (Q2156348)

From MaRDI portal
scientific article
Language Label Description Also known as
English
What if we knew what the future brings? Optimal investment for a frontrunner with price impact
scientific article

    Statements

    What if we knew what the future brings? Optimal investment for a frontrunner with price impact (English)
    0 references
    0 references
    0 references
    0 references
    18 July 2022
    0 references
    Gaussian Volterra integral equation
    0 references
    inside information
    0 references
    price impact
    0 references
    exponential utility
    0 references
    optimal investment
    0 references
    0 references
    0 references
    0 references

    Identifiers