Asymptotics for small nonlinear price impact: A PDE approach to the multidimensional case (Q6078432)
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scientific article; zbMATH DE number 7742853
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| English | Asymptotics for small nonlinear price impact: A PDE approach to the multidimensional case |
scientific article; zbMATH DE number 7742853 |
Statements
Asymptotics for small nonlinear price impact: A PDE approach to the multidimensional case (English)
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27 September 2023
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asymptotic expansion
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homogenization
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nonlinear price impact portfolio choice
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viscosity solutions
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0.848314642906189
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0.8202378153800964
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0.8136099576950073
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0.8063423037528992
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0.7847794890403748
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