OPTIMAL EXECUTION COST FOR LIQUIDATION THROUGH A LIMIT ORDER MARKET (Q2797874)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | OPTIMAL EXECUTION COST FOR LIQUIDATION THROUGH A LIMIT ORDER MARKET |
scientific article |
Statements
OPTIMAL EXECUTION COST FOR LIQUIDATION THROUGH A LIMIT ORDER MARKET (English)
0 references
1 April 2016
0 references
liquidity risk
0 references
limit-order books
0 references
impulse control
0 references
viscosity solutions
0 references
variational inequalities
0 references
