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stochastic control
Schweiz
10
Theorie
8
Marktliquidität
7
Theory
7
Market liquidity
6
Liquidity
5
Liquidität
5
Bank
4
Market microstructure
4
Marktmikrostruktur
4
Wertpapierhandel
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optimal liquidation
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Bankrecht
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Betriebswirtschaftliche Steuerlehre
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Börsenkurs
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Liechtenstein
3
Manipulation
3
Multinationales Unternehmen
3
Portfolio selection
3
Portfolio-Management
3
Securities trading
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dark pools
3
illiquid markets
3
market microstructure
3
Adverse Selektion
2
Adverse selection
2
Corporate tax management
2
Deutschland
2
Geldpolitik
2
Kapitalanlage
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OTC market
2
OTC-Handel
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Share price
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Steuerplanung
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Steuerpolitik
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Transnational corporation
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adverse selection
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Asymmetric information
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Asymmetrische Information
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English
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Kratz, Peter
2
Schöneborn, Torsten
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Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Mathematics of operations research
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ECONIS (ZBW)
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An explicit solution of a nonlinear-quadratic constrained stochastic control problem with jumps : optimal liquidation in dark pools with adverse selection
Kratz, Peter
- In:
Mathematics of operations research
39
(
2014
)
4
,
pp. 1198-1220
Persistent link: https://www.econbiz.de/10010462146
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2
Portfolio liquidation in dark pools in continuous time
Kratz, Peter
;
Schöneborn, Torsten
- In:
Mathematical finance : an international journal of …
25
(
2015
)
3
,
pp. 496-544
Persistent link: https://www.econbiz.de/10011350581
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