Optimal Liquidation by a Large Investor (Q3520290)
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scientific article; zbMATH DE number 5312939
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Optimal Liquidation by a Large Investor |
scientific article; zbMATH DE number 5312939 |
Statements
Optimal Liquidation by a Large Investor (English)
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18 August 2008
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liquidation
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large investors
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stochastic control
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duality
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0.8655838966369629
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0.8464714288711548
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0.8464714288711548
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0.8425831198692322
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0.8381007313728333
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