A model for optimal execution of atomic orders (Q975353)
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scientific article; zbMATH DE number 5719093
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A model for optimal execution of atomic orders |
scientific article; zbMATH DE number 5719093 |
Statements
A model for optimal execution of atomic orders (English)
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9 June 2010
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nonlinear programming
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convex programming
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optimal execution strategy
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algorithmic trading
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0.8724416
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0.8682207
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0.85923517
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0.85891116
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0.8569722
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0.8475066
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0.8448908
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0.84362084
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0.84355813
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