HEDGE-FUND MANAGEMENT WITH LIQUIDITY CONSTRAINT (Q5242951)
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scientific article; zbMATH DE number 7128187
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | HEDGE-FUND MANAGEMENT WITH LIQUIDITY CONSTRAINT |
scientific article; zbMATH DE number 7128187 |
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HEDGE-FUND MANAGEMENT WITH LIQUIDITY CONSTRAINT (English)
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8 November 2019
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hedge-fund management
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stochastic control
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liquidity
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semi-Lagrangian
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finite differences
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