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  • Search: subject:"Elastic reflection"
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Elastic reflection 1 Finite-fuel problem 1 Free boundary 1 Handelsvolumen der Börse 1 Inverse local time 1 Liquidity 1 Liquidität 1 Market liquidity 1 Marktliquidität 1 Mathematical programming 1 Mathematische Optimierung 1 Optimal liquidation 1 Portfolio selection 1 Portfolio-Management 1 Singular control 1 Stochastic liquidity 1 Stochastic process 1 Stochastic volume effect 1 Stochastischer Prozess 1 Theorie 1 Theory 1 Trading volume 1 Transient price impact 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Becherer, Dirk 1 Bilarev, Todor 1 Frentrup, Peter 1
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Finance and stochastics 1
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Optimal liquidation under stochastic liquidity
Becherer, Dirk; Bilarev, Todor; Frentrup, Peter - In: Finance and stochastics 22 (2018) 1, pp. 39-68
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