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Optimal execution with
multiplicative
price
impact
and incomplete information on the return
Dammann, Felix
;
Ferrari, Giorgio
- In:
Finance and stochastics
27
(
2023
)
3
,
pp. 713-768
Persistent link: https://www.econbiz.de/10014328989
Saved in:
2
Optimal execution with
multiplicative
price
impact
and incomplete information on the return
Dammann, Felix
;
Ferrari, Giorgio
-
2022
We study an optimal liquidation problem with
multiplicative
price
impact
in which the trend of the asset's price is an …
Persistent link: https://www.econbiz.de/10014304789
Saved in:
3
Optimal dxecution with
multiplicative
price
impact
and incomplete information on the return
Dammann, Felix
;
Ferrari, Giorgio
-
2022
We study an optimal liquidation problem with
multiplicative
price
impact
in which the trend of the asset's price is an …
Persistent link: https://www.econbiz.de/10012880685
Saved in:
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