Optimal and equilibrium execution strategies with generalized price impact (Q5139257)
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scientific article; zbMATH DE number 7282798
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal and equilibrium execution strategies with generalized price impact |
scientific article; zbMATH DE number 7282798 |
Statements
Optimal and equilibrium execution strategies with generalized price impact (English)
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7 December 2020
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large trader
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market impact
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dynamic programming
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backward induction
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optimal execution
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Markov perfect equilibrium
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