Optimal liquidation problem in illiquid markets (Q2242363)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal liquidation problem in illiquid markets |
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Optimal liquidation problem in illiquid markets (English)
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9 November 2021
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finance
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optimal liquidation problem
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illiquid market
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Markov-modulated Poisson process
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Hawkes processes
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