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~person:"Zhou, Chao"
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portfolio liquidation
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singular terminal value
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Zhou, Chao
Velez-Pareja, Ignacio
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Portfolio liquidation under factor uncertainty
Horst, Ulrich
;
Xia, Xiaonyu
;
Zhou, Chao
-
2021
with superlinear gradient, monotone generator and singular
terminal
value
. We also establish an asymptotic analysis of the …
Persistent link: https://www.econbiz.de/10012504520
Saved in:
2
Portfolio liquidation under factor uncertainty
Horst, Ulrich
;
Xia, Xiaonyu
;
Zhou, Chao
-
2021
with superlinear gradient, monotone generator and singular
terminal
value
. We also establish an asymptotic analysis of the …
Persistent link: https://www.econbiz.de/10012500352
Saved in:
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