GENERAL INTENSITY SHAPES IN OPTIMAL LIQUIDATION (Q5262510)
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scientific article; zbMATH DE number 6458947
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | GENERAL INTENSITY SHAPES IN OPTIMAL LIQUIDATION |
scientific article; zbMATH DE number 6458947 |
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GENERAL INTENSITY SHAPES IN OPTIMAL LIQUIDATION (English)
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15 July 2015
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optimal liquidation
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limit orders
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stochastic optimal control
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viscosity solutions
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