On Regularized Optimal Execution Problems and Their Singular Limits (Q5879351)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7657802
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On Regularized Optimal Execution Problems and Their Singular Limits |
scientific article; zbMATH DE number 7657802 |
Statements
On Regularized Optimal Execution Problems and Their Singular Limits (English)
0 references
28 February 2023
0 references
optimal execution
0 references
illiquid markets
0 references
stochastic volatility
0 references
stochastic liquidity
0 references
viscosity solutions
0 references
0 references
0 references
0 references
0.8625130653381348
0 references
0.8534165620803833
0 references
0.8518527746200562
0 references
0.8517844080924988
0 references
0.8515530228614807
0 references
