Stability for gains from large investors' strategies in \(M_{1}/J_{1}\) topologies (Q1740520)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stability for gains from large investors' strategies in \(M_{1}/J_{1}\) topologies |
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Stability for gains from large investors' strategies in \(M_{1}/J_{1}\) topologies (English)
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30 April 2019
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continuity of proceeds
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illiquid markets
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no-arbitrage
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optimal liquidation
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Skorokhod space
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Skorokhod topologies
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stability
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stochastic differential equation
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transient price impact
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