OPTIMAL SELLING STRATEGY WITH A LARGE BLOCK OF STOCK (Q5121205)
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scientific article; zbMATH DE number 7246337
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | OPTIMAL SELLING STRATEGY WITH A LARGE BLOCK OF STOCK |
scientific article; zbMATH DE number 7246337 |
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OPTIMAL SELLING STRATEGY WITH A LARGE BLOCK OF STOCK (English)
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11 September 2020
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optimal selling strategy
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temporary price impact
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HJB
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viscosity solution
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