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- W2805294387 abstract "A one-dimensional free terminal time optimal control problem stemming from mathematical finance is studied. To find the optimal solution and prove its optimality the standard maximum principle procedure including Arrow’s sufficiency theorem is combined with specific properties of the problem. Certain unexpected features of the solution are pointed out and discussed." @default.
- W2805294387 created "2018-06-13" @default.
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- W2805294387 date "2018-01-01" @default.
- W2805294387 modified "2023-09-27" @default.
- W2805294387 title "The Deterministic Optimal Liquidation Problem" @default.
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- W2805294387 doi "https://doi.org/10.1007/978-3-319-75169-6_13" @default.
- W2805294387 hasPublicationYear "2018" @default.
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