Optimizing Execution Cost Using Stochastic Control (Q5227353)
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scientific article; zbMATH DE number 7086095
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimizing Execution Cost Using Stochastic Control |
scientific article; zbMATH DE number 7086095 |
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Optimizing Execution Cost Using Stochastic Control (English)
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26 July 2019
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optimal stochastic control
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cost function
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stock prices
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