An Optimal Execution Problem in Finance with Acquisition and Liquidation Objectives: an MFG Formulation * *This work was supported by grants from NSERC, Canada.

• 期刊名称IFAC-PapersOnLine
• 作者Firoozi, Dena; Caines, Peter E.
• 卷第50卷
• 期第1期
• 印刷ISSN2405-8963
• 文件大小880.34KB
• 发表时间2017-07
• DOI10.1016/j.ifacol.2017.08.760
• 页码4960-4967