Optimal Liquidation of Child Limit Orders (Q5739154)
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scientific article; zbMATH DE number 6725592
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Liquidation of Child Limit Orders |
scientific article; zbMATH DE number 6725592 |
Statements
Optimal Liquidation of Child Limit Orders (English)
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2 June 2017
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optimal order placement
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optimal multiple stopping
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momentum indicator
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mean reversion
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0.8774064
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0.86698335
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0.8580414
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0.84729886
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0.8467064
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0.8440526
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0.83014446
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