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Constrained optimal stopping, liquidity and effort - MaRDI portal

Constrained optimal stopping, liquidity and effort (Q2145802)

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scientific article
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English
Constrained optimal stopping, liquidity and effort
scientific article

    Statements

    title
    Constrained optimal stopping, liquidity and effort (English)
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    author
    David G. Hobson
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    Matthew Zeng
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    publication date
    20 June 2022
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    zbMATH Keywords
    optimal stopping
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    Poisson process
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    liquidity
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    Identifiers

    zbMATH DE Number
    7544402
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    OpenAlex ID
    W2988026953
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    arXiv ID
    1901.07270
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    Wikidata QID
    Q126833271
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