Optimal liquidation in a finite time regime switching model with permanent and temporary pricing impact (Q316889)
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scientific article; zbMATH DE number 6631385
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal liquidation in a finite time regime switching model with permanent and temporary pricing impact |
scientific article; zbMATH DE number 6631385 |
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Optimal liquidation in a finite time regime switching model with permanent and temporary pricing impact (English)
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30 September 2016
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optimal liquidation
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permanent and temporary pricing impact
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regime switching
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viscosity solution
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