Optimal Execution and Block Trade Pricing: A General Framework (Q4682484)
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scientific article; zbMATH DE number 6938630
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Execution and Block Trade Pricing: A General Framework |
scientific article; zbMATH DE number 6938630 |
Statements
Optimal Execution and Block Trade Pricing: A General Framework (English)
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18 September 2018
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optimal execution
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viscosity solutions
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Hamilton-Jacobi equations
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block trade pricing
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