Optimal trade execution: a mean quadratic variation approach (Q318882)
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scientific article; zbMATH DE number 6633180
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal trade execution: a mean quadratic variation approach |
scientific article; zbMATH DE number 6633180 |
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Optimal trade execution: a mean quadratic variation approach (English)
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6 October 2016
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optimal trading
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mean quadratic variation
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HJB equation
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