TY -
GEN
AU - Dammann, Felix
AU - Ferrari, Giorgio
TI -
Optimal execution with multiplicative price impact and incomplete information on the return
PB - Bielefeld University, Center for Mathematical Economics (IMW)
KW - optimal stopping
KW - G11
KW - multiplicative price impact
KW - C61
KW - optimal execution problem
KW - singular stochastic control
KW - partial observation
PY - 2022
N2 - Diese Datenquelle enthält auch Bestandsnachweise, die nicht zu einem Volltext führen.
UR - https://katalog.slub-dresden.de/en/?cHash=0bb8bd27a7fbde41cd02875a74ca0f3d&tx_find_find%5Baction%5D=citation&tx_find_find%5Bcontroller%5D=Search&tx_find_find%5Bid%5D=126-ZnR6YndraWVsOm9haTplY29uc3Rvci5ldToxMDQxOS8yNzMwMzk&tx_find_find%5Btype%5D=ris
ER -