The paper A mean-field control problem of optimal portfolio liquidation with semi-martingale strategies by Guanxing Fu, Ulrich Horst and Xiaonyu Xia has been accepted for publication in Mathematics of Operations Research.
The paper A mean-field control problem of optimal portfolio liquidation with semi-martingale strategies by Guanxing Fu, Ulrich Horst and Xiaonyu Xia has been accepted for publication in Mathematics of Operations Research.