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The Deterministic Optimal Liquidation Problem - MaRDI portal

The Deterministic Optimal Liquidation Problem (Q4690913)

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scientific article; zbMATH DE number 6962754
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English
The Deterministic Optimal Liquidation Problem
scientific article; zbMATH DE number 6962754

    Statements

    title
    The Deterministic Optimal Liquidation Problem (English)
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    author
    Pavol Brunovský
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    Margaréta Halická
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    Mario Mitas
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    publication date
    23 October 2018
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    zbMATH Keywords
    free terminal time optimal control
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    mathematical finance
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    Identifiers

    zbMATH DE Number
    6962754
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    OpenAlex ID
    W2805294387
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