Optimal portfolio liquidation with additional information
Year of publication: |
Januar 2016
|
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Authors: | Ankirchner, Stefan ; Blanchet-Scalliet, Christophette ; Eyraud-Loisel, Anne |
Published in: |
Mathematics and financial economics. - Berlin : Springer, ISSN 1862-9679, ZDB-ID 2389728-4. - Vol. 10.2016, 1, p. 1-14
|
Subject: | Optimal liquidation | Price impact | Additional information | Enlargement of filtration | HJB equation | Portfolio-Management | Portfolio selection | Theorie | Theory | Liquidität | Liquidity |
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