VWAP execution as an optimal strategy (Q3121384)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | VWAP execution as an optimal strategy |
scientific article |
Statements
VWAP execution as an optimal strategy (English)
0 references
18 March 2019
0 references
optimal execution problem
0 references
trading volume
0 references
volume weighted average price (VWAP)
0 references
market impact
0 references
