Optimal algorithms for trading large positions (Q445966)
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scientific article; zbMATH DE number 6072700
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal algorithms for trading large positions |
scientific article; zbMATH DE number 6072700 |
Statements
Optimal algorithms for trading large positions (English)
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27 August 2012
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algorithmic trading
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discrete-time stochastic optimal control
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volume-weighted average price (VWAP)
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selling rules
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