"A Mean-Field Control Problem of Optimal Portfolio Liquidation with ..."

Guanxing Fu, Ulrich Horst, Xiaonyu Xia (2024)

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DOI: 10.1287/MOOR.2022.0174

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type: Journal Article

metadata version: 2025-01-08

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Guanxing Fu, Ulrich Horst, Xiaonyu Xia:
A Mean-Field Control Problem of Optimal Portfolio Liquidation with Semimartingale Strategies. Math. Oper. Res. 49(4): 2356-2384 (2024)

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