Optimal trade execution under small market impact and portfolio liquidation with semimartingale strategies (Q6565560)
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scientific article; zbMATH DE number 7874609
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal trade execution under small market impact and portfolio liquidation with semimartingale strategies |
scientific article; zbMATH DE number 7874609 |
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Optimal trade execution under small market impact and portfolio liquidation with semimartingale strategies (English)
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2 July 2024
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portfolio liquidation
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singular BSDE
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stochastic liquidity
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singular control
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