Optimal Execution with Identity Optionality (Q6040001)

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scientific article; zbMATH DE number 7688451
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Optimal Execution with Identity Optionality
scientific article; zbMATH DE number 7688451

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    Optimal Execution with Identity Optionality (English)
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    24 May 2023
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    optimal execution
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    anonymous trading
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    conditional propagation of chaos
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    mean field game
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