Optimal liquidation with dynamic parameter updating: a forward approach (Q6586873)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Optimal liquidation with dynamic parameter updating: a forward approach |
scientific article; zbMATH DE number 7896282
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Optimal liquidation with dynamic parameter updating: a forward approach |
scientific article; zbMATH DE number 7896282 |
Statements
Optimal liquidation with dynamic parameter updating: a forward approach (English)
0 references
13 August 2024
0 references
optimal liquidation
0 references
dynamic parameter updating
0 references
forward approach
0 references
full liquidation
0 references
time consistency
0 references
backward approach
0 references
expected utility model
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.763327419757843
0 references
0.7549141645431519
0 references
0.7508630156517029
0 references
0.7481599450111389
0 references
0.7405800223350525
0 references
