Optimal sale strategies in illiquid markets (Q1781150)
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scientific article; zbMATH DE number 2176416
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal sale strategies in illiquid markets |
scientific article; zbMATH DE number 2176416 |
Statements
Optimal sale strategies in illiquid markets (English)
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16 June 2005
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Stochastic impulse control
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HJB quasi-variational inequalities
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Liquidity discount
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Large sales
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