Optimal Liquidation with Signals: the General Propagator Case
From MaRDI portal
Publication:6415790
arXiv2211.00447MaRDI QIDQ6415790
Eduardo Abi Jaber, Eyal Neuman
Publication date: 1 November 2022
Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30) Financial applications of other theories (91G80)
This page was built for publication: Optimal Liquidation with Signals: the General Propagator Case
