OPTIMAL TRADING STRATEGIES WITH LIMIT ORDERS (Q2970320)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | OPTIMAL TRADING STRATEGIES WITH LIMIT ORDERS |
scientific article |
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OPTIMAL TRADING STRATEGIES WITH LIMIT ORDERS (English)
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30 March 2017
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optimal trade execution
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limit orders
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stochastic dynamic programming
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