Optimal liquidation with high risk aversion and small linear price impact (Q6581912)
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scientific article; zbMATH DE number 7890796
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal liquidation with high risk aversion and small linear price impact |
scientific article; zbMATH DE number 7890796 |
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Optimal liquidation with high risk aversion and small linear price impact (English)
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1 August 2024
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exponential utility
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linear price impact
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optimal liquidation
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