Dynamic liquidation under market impact (Q2994855)
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scientific article; zbMATH DE number 5882387
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Dynamic liquidation under market impact |
scientific article; zbMATH DE number 5882387 |
Statements
Dynamic liquidation under market impact (English)
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29 April 2011
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liquidity costs
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stochastic programming
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trading costs
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transaction costs
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0.8739030957221985
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0.8720394372940063
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0.8693429231643677
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0.8691400289535522
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