PORTFOLIO LIQUIDATION IN DARK POOLS IN CONTINUOUS TIME (Q5262511)
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scientific article; zbMATH DE number 6458948
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | PORTFOLIO LIQUIDATION IN DARK POOLS IN CONTINUOUS TIME |
scientific article; zbMATH DE number 6458948 |
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PORTFOLIO LIQUIDATION IN DARK POOLS IN CONTINUOUS TIME (English)
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15 July 2015
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stochastic control
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optimal liquidation
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dark pools
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singular boundary condition
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illiquid markets
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market microstructure
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