Pages that link to "Item:Q445966"
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The following pages link to Optimal algorithms for trading large positions (Q445966):
Displaying 6 items.
- Stochastic control for optimal execution: fast approximation solution scheme under nested mean-semi deviation and conditional value at risk (Q1706677) (← links)
- An efficient algorithm for the optimal market timing over two stocks (Q1884653) (← links)
- Block trading: building up a stock position under a regime switching model (Q2283673) (← links)
- Maximal trades (Q2761060) (← links)
- Efficient trading frontier: a shortage function approach (Q2926476) (← links)
- OPTIMAL EXECUTION OF A VWAP ORDER: A STOCHASTIC CONTROL APPROACH (Q5262522) (← links)