Optimal portfolio liquidation in target zone models and catalytic superprocesses (Q287674)
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scientific article; zbMATH DE number 6583722
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| English | Optimal portfolio liquidation in target zone models and catalytic superprocesses |
scientific article; zbMATH DE number 6583722 |
Statements
Optimal portfolio liquidation in target zone models and catalytic superprocesses (English)
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23 May 2016
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optimal portfolio liquidation
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market impact
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target zone models
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critical branching particle systems
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optimal stochastic control
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catalytic superprocess
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0.7713044285774231
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0.7697481513023376
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0.7640055418014526
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0.7621915340423584
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0.7604331374168396
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