Optimal order execution under price impact: a hybrid model (Q6549607)
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scientific article; zbMATH DE number 7859350
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal order execution under price impact: a hybrid model |
scientific article; zbMATH DE number 7859350 |
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Optimal order execution under price impact: a hybrid model (English)
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4 June 2024
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optimal execution
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price impact
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inventory cost
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order fill uncertainty
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stochastic optimal control
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