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  • Search: subject:"discontinuous intervention boundary"
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Anlageverhalten 1 Behavioural finance 1 Bid-ask spread 1 CARA utility 1 Geld-Brief-Spanne 1 Liquidity 1 Liquidität 1 Market liquidity 1 Market microstructure 1 Marktliquidität 1 Marktmikrostruktur 1 Portfolio selection 1 Portfolio-Management 1 Risikoaversion 1 Risk aversion 1 Securities trading 1 Theorie 1 Theory 1 Wertpapierhandel 1 discontinuous intervention boundary 1 limit order book 1 optimal execution 1 optimal liquidation 1 singular control 1
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Article 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Løkka, Arne 1
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Mathematical finance : an international journal of mathematics, statistics and financial theory 1
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ECONIS (ZBW) 1
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Optimal liquidation in a limit order book for a risk-averse investor
Løkka, Arne - In: Mathematical finance : an international journal of … 24 (2014) 4, pp. 696-727
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