Utility maximization in an illiquid market (Q5410805)
From MaRDI portal
scientific article; zbMATH DE number 6286600
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Utility maximization in an illiquid market |
scientific article; zbMATH DE number 6286600 |
Statements
Utility maximization in an illiquid market (English)
0 references
17 April 2014
0 references
liquidity risk
0 references
limit order book
0 references
price impact
0 references
utility maximization
0 references
dynamic programming
0 references
