OPTIMAL LIQUIDATION OF DERIVATIVE PORTFOLIOS (Q3008482)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | OPTIMAL LIQUIDATION OF DERIVATIVE PORTFOLIOS |
scientific article |
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OPTIMAL LIQUIDATION OF DERIVATIVE PORTFOLIOS (English)
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16 June 2011
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portfolio liquidation
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utility maximization
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calculus of variations
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optimal strategy
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price impact
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