Stochastic liquidity as a proxy for nonlinear price impact (Q6579640)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Stochastic liquidity as a proxy for nonlinear price impact |
scientific article; zbMATH DE number 7887706
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic liquidity as a proxy for nonlinear price impact |
scientific article; zbMATH DE number 7887706 |
Statements
Stochastic liquidity as a proxy for nonlinear price impact (English)
0 references
25 July 2024
0 references
financial engineering
0 references
finance
0 references
portfolio
0 references
probability
0 references
stochastic model applications
0 references
dynamic programming
0 references
optimal control
0 references
