Optimal portfolio liquidation in target zone models and catalytic superprocesses


Neuman, Eyal ; Schied, Alexander


DOI: https://doi.org/10.1007/s00780-015-0280-0
URL: https://arxiv.org/abs/1504.06031
Additional URL: http://www.bachelier-paris.fr/london-paris-bacheli...
Document Type: Article
Year of publication: 2016
The title of a journal, publication series: Finance and Stochastics
Volume: 20
Issue number: 2
Page range: 495-509
Place of publication: Berlin
Publishing house: Springer
ISSN: 0949-2984 , 1432-1122
Publication language: English
Institution: School of Business Informatics and Mathematics > Wirtschaftsmathematik I (Schied)
Subject: 510 Mathematics

Dieser Eintrag ist Teil der Universitätsbibliographie.




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Neuman, Eyal ; Schied, Alexander (2016) Optimal portfolio liquidation in target zone models and catalytic superprocesses. Finance and Stochastics Berlin 20 2 495-509 [Article]


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