Optimal liquidation with signals: the general propagator case (Q6924113)
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scientific article; zbMATH DE number 8098956
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| English | Optimal liquidation with signals: the general propagator case |
scientific article; zbMATH DE number 8098956 |
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Optimal liquidation with signals: the general propagator case (English)
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30 September 2025
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optimal portfolio liquidation
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predictive signals
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price impact
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propagator models
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Volterra stochastic control
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