Optimal investment on finite horizon with random discrete order flow in illiquid markets
Paul Gassiat and Huyên Pham; Mihai Sı̂rbu
| Year of publication: |
2011
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|---|---|
| Authors: | Gassiat, Paul ; Pham, Huyên ; Sı̂rbu, Mihai |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 14.2011, 1, p. 17-40
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| Subject: | Portfolio-Management | Portfolio selection | Marktliquidität | Market liquidity | Stochastischer Prozess | Stochastic process | Dynamische Optimierung | Dynamic programming | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008908395