Asymptotics for small nonlinear price impact: A PDE approach to the multidimensional case (Q6078432)
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scientific article; zbMATH DE number 7742853
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotics for small nonlinear price impact: A PDE approach to the multidimensional case |
scientific article; zbMATH DE number 7742853 |
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Asymptotics for small nonlinear price impact: A PDE approach to the multidimensional case (English)
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27 September 2023
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asymptotic expansion
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homogenization
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nonlinear price impact portfolio choice
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viscosity solutions
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