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~isPartOf:"Finance and stochastics"
~person:"Schied, Alexander"
~subject:"Portfolio-Management"
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Hamilton-Jacobi-Bellman equation
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Risk aversion and the dynamics of optimal liquidation strategies in illiquid markets
Schied, Alexander
;
Schöneborn, Torsten
- In:
Finance and stochastics
13
(
2009
)
2
,
pp. 181-204
Persistent link: https://www.econbiz.de/10003939504
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