Capacitary measures for completely monotone kernels via singular control (Q2840157)
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scientific article; zbMATH DE number 6188915
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| English | Capacitary measures for completely monotone kernels via singular control |
scientific article; zbMATH DE number 6188915 |
Statements
17 July 2013
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singular control
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verification argument
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capacity theory
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infinite-dimensional Riccati differential equation
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optimal order execution
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optimal trade execution
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transient price impact
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Capacitary measures for completely monotone kernels via singular control (English)
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0.7708885669708252
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0.7044521570205688
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0.6850523352622986
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0.6803393363952637
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0.6800507307052612
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