A Mean-Field Control Problem of Optimal Portfolio Liquidation with Semimartingale Strategies

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. [doi]

Abstract

Abstract is missing.