Optimal liquidation strategy for cryptocurrency marketplaces using stochastic control
Year of publication: |
2023
|
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Authors: | Kubo, Kenji ; Nakagawa, Kei ; Mizukami, Daiki ; Acharya, Dipesh |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 53.2023, p. 1-7
|
Subject: | Cryptocurrency marketplace | Liquidation strategy | Stochastic control | Stochastischer Prozess | Stochastic process | Virtuelle Währung | Virtual currency | Kontrolltheorie | Control theory | Liquidität | Liquidity | Portfolio-Management | Portfolio selection |
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