Optimal liquidation in a finite time regime switching model with permanent and temporary pricing impact (Q316889)
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scientific article; zbMATH DE number 6631385
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| English | Optimal liquidation in a finite time regime switching model with permanent and temporary pricing impact |
scientific article; zbMATH DE number 6631385 |
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Optimal liquidation in a finite time regime switching model with permanent and temporary pricing impact (English)
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30 September 2016
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optimal liquidation
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permanent and temporary pricing impact
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regime switching
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viscosity solution
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0.8514571785926819
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0.849994421005249
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0.8493017554283142
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0.8481842875480652
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0.8426472544670105
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