Optimal execution with identity optionality
René Carmona and Claire Zeng
| Year of publication: |
2022
|
|---|---|
| Authors: | Carmona, René ; Zeng, Claire |
| Published in: |
Applied mathematical finance. - London : Routledge, ISSN 1466-4313, ZDB-ID 2004159-7. - Vol. 29.2022, 4, p. 261-287
|
| Subject: | anonymous trading | conditional propagation of chaos | mean field game | Optimal execution |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1350486X.2023.2193343 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014291946