Liquidation with self-exciting price impact (Q253113)
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scientific article; zbMATH DE number 6551194
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Liquidation with self-exciting price impact |
scientific article; zbMATH DE number 6551194 |
Statements
Liquidation with self-exciting price impact (English)
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8 March 2016
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optimal liquidation
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price impact
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self-excitement
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risk aversion
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0.8351537585258484
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0.8312154412269592
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0.8287055492401123
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0.8285929560661316
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0.8284133672714233
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