Optimal execution cost for liquidation through a limit order market (Q2797874)
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scientific article; zbMATH DE number 6561968
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal execution cost for liquidation through a limit order market |
scientific article; zbMATH DE number 6561968 |
Statements
1 April 2016
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liquidity risk
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limit-order books
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impulse control
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viscosity solutions
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variational inequalities
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Optimal execution cost for liquidation through a limit order market (English)
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