Utility maximization in an illiquid market (Q5410805)
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scientific article; zbMATH DE number 6286600
Language | Label | Description | Also known as |
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English | Utility maximization in an illiquid market |
scientific article; zbMATH DE number 6286600 |
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Utility maximization in an illiquid market (English)
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17 April 2014
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liquidity risk
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limit order book
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price impact
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utility maximization
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dynamic programming
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