Optimal Brokerage Contracts in Almgren–Chriss Model with Multiple Clients (Q6169626)
From MaRDI portal
scientific article; zbMATH DE number 7726724
Language | Label | Description | Also known as |
---|---|---|---|
English | Optimal Brokerage Contracts in Almgren–Chriss Model with Multiple Clients |
scientific article; zbMATH DE number 7726724 |
Statements
Optimal Brokerage Contracts in Almgren–Chriss Model with Multiple Clients (English)
0 references
15 August 2023
0 references
brokerage
0 references
optimal contract
0 references
price impact
0 references
equilibrium
0 references
0 references