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Peter Frentrup
Publication Activity (10 Years)
Years Active: 2018-2018
Publications (10 Years): 1
Top Topics
Stochastic Dynamic Programming
Locally Optimal
Monte Carlo
Exhaustive Search
Top Venues
Finance Stochastics
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Publications
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Dirk Becherer
,
Todor Bilarev
,
Peter Frentrup
Optimal liquidation under stochastic liquidity.
Finance Stochastics
22 (1) (2018)