Optimal liquidation strategy for cryptocurrency marketplaces using stochastic control
Kenji Kubo, Kei Nakagawa, Daiki Mizukami, Dipesh Acharya
| Year of publication: |
2023
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|---|---|
| Authors: | Kubo, Kenji ; Nakagawa, Kei ; Mizukami, Daiki ; Acharya, Dipesh |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 53.2023, p. 1-7
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| Subject: | Cryptocurrency marketplace | Liquidation strategy | Stochastic control | Virtuelle Währung | Virtual currency | Stochastischer Prozess | Stochastic process | Kontrolltheorie | Control theory | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2023.103639 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014472433