Optimal Trading with Signals and Stochastic Price Impact (Q5097223)
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scientific article; zbMATH DE number 7574022
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Trading with Signals and Stochastic Price Impact |
scientific article; zbMATH DE number 7574022 |
Statements
Optimal Trading with Signals and Stochastic Price Impact (English)
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22 August 2022
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algorithmic trading
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singular perturbation
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multiscale modeling
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nonlinear PDE
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