Optimal Brokerage Contracts in Almgren–Chriss Model with Multiple Clients (Q6169626)
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scientific article; zbMATH DE number 7726724
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| English | Optimal Brokerage Contracts in Almgren–Chriss Model with Multiple Clients |
scientific article; zbMATH DE number 7726724 |
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Optimal Brokerage Contracts in Almgren–Chriss Model with Multiple Clients (English)
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15 August 2023
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brokerage
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optimal contract
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price impact
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equilibrium
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0.84512264
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0.8369938
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0.83253896
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0.82797927
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0.8274352
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0.82646626
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0.82618445
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0.8225923
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0.82034296
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