Optimal liquidation strategy for cryptocurrency marketplaces using stochastic control
| Autor: | Kubo, Kenji, Nakagawa, Kei, Mizukami, Daiki, Acharya, Dipesh |
|---|---|
| Zdroj: | In Finance Research Letters May 2023 53 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
|
| Autor: | Kubo, Kenji, Nakagawa, Kei, Mizukami, Daiki, Acharya, Dipesh |
|---|---|
| Zdroj: | In Finance Research Letters May 2023 53 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
|
Full Text from ScienceDirect