Optimal multi-asset trading with linear costs: a mean-field approach (Q4991066)
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scientific article; zbMATH DE number 7353671
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal multi-asset trading with linear costs: a mean-field approach |
scientific article; zbMATH DE number 7353671 |
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Optimal multi-asset trading with linear costs: a mean-field approach (English)
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2 June 2021
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mean field approach to trading
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multi-asset problem
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