Optimal execution with multiplicative price impact and incomplete information on the return (Q6111009)
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scientific article; zbMATH DE number 7708039
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal execution with multiplicative price impact and incomplete information on the return |
scientific article; zbMATH DE number 7708039 |
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Optimal execution with multiplicative price impact and incomplete information on the return (English)
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6 July 2023
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optimal execution problem
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multiplicative price impact
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singular stochastic control
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partial observation
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optimal stopping
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