Stochastic liquidity as a proxy for nonlinear price impact (Q6579640)
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scientific article; zbMATH DE number 7887706
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| default for all languages | No label defined |
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| English | Stochastic liquidity as a proxy for nonlinear price impact |
scientific article; zbMATH DE number 7887706 |
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Stochastic liquidity as a proxy for nonlinear price impact (English)
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25 July 2024
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financial engineering
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finance
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portfolio
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probability
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stochastic model applications
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dynamic programming
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optimal control
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