Dynamic equilibrium limit order book model and optimal execution problem (Q2356562)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic equilibrium limit order book model and optimal execution problem |
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Dynamic equilibrium limit order book model and optimal execution problem (English)
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30 July 2015
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limit order book
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liquidity risk
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optimal execution
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dynamic programming principle
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viscosity solution
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verification theorem
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