Optimal liquidation with dynamic parameter updating: a forward approach (Q6586873)
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scientific article; zbMATH DE number 7896282
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal liquidation with dynamic parameter updating: a forward approach |
scientific article; zbMATH DE number 7896282 |
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Optimal liquidation with dynamic parameter updating: a forward approach (English)
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13 August 2024
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optimal liquidation
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dynamic parameter updating
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forward approach
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full liquidation
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time consistency
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backward approach
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expected utility model
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