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OPTIMAL TRADING STRATEGIES WITH LIMIT ORDERS - MaRDI portal

OPTIMAL TRADING STRATEGIES WITH LIMIT ORDERS (Q2970320)

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OPTIMAL TRADING STRATEGIES WITH LIMIT ORDERS
scientific article

    Statements

    title
    OPTIMAL TRADING STRATEGIES WITH LIMIT ORDERS (English)
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    author
    Rossella Agliardi
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    Ramazan Gençay
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    publication date
    30 March 2017
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    zbMATH Keywords
    optimal trade execution
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    limit orders
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    stochastic dynamic programming
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    Identifiers

    zbMATH DE Number
    6698109
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