Optimal portfolio liquidation with additional information (Q253110)
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scientific article; zbMATH DE number 6551193
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal portfolio liquidation with additional information |
scientific article; zbMATH DE number 6551193 |
Statements
Optimal portfolio liquidation with additional information (English)
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8 March 2016
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optimal liquidation
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price impact
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additional information
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enlargement of filtration
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HJB equation
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0.90737104
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0.8826243
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0.88103175
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0.8589149
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0.8586551
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0.8484919
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