Optimal Liquidation by a Large Investor (Q3520290)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Liquidation by a Large Investor |
scientific article |
Statements
Optimal Liquidation by a Large Investor (English)
0 references
18 August 2008
0 references
liquidation
0 references
large investors
0 references
stochastic control
0 references
duality
0 references
