Portfolio liquidation in dark pools in continuous time
Peter Kratz; Torsten Schöneborn
| Year of publication: |
2015
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|---|---|
| Authors: | Kratz, Peter ; Schöneborn, Torsten |
| Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 25.2015, 3, p. 496-544
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| Subject: | stochastic control | optimal liquidation | dark pools | singular boundary condition | illiquid markets | market microstructure | Marktmikrostruktur | Market microstructure | Theorie | Theory | Marktliquidität | Market liquidity | Wertpapierhandel | Securities trading | Portfolio-Management | Portfolio selection | Börsenkurs | Share price | Manipulation | Liquidität | Liquidity | Stochastischer Prozess | Stochastic process |
| Extent: | graph. Darst. |
|---|---|
| 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/10011350581