Smooth solutions to portfolio liquidation problems under price-sensitive market impact (Q681996)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Smooth solutions to portfolio liquidation problems under price-sensitive market impact |
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Smooth solutions to portfolio liquidation problems under price-sensitive market impact (English)
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13 February 2018
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stochastic optimal control
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portfolio liquidation
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singular terminal value
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