Optimal Portfolio Liquidation with Limit Orders (Q4902233)
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scientific article; zbMATH DE number 6130662
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Portfolio Liquidation with Limit Orders |
scientific article; zbMATH DE number 6130662 |
Statements
Optimal Portfolio Liquidation with Limit Orders (English)
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25 January 2013
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optimal execution
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stochastic optimal control
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high-frequency trading
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