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Publication:3054168
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zbMATH Open1212.91067MaRDI QIDQ3054168

Dongyan Ye

Publication date: 5 November 2010



Title of this publication is not available (Why is that?)


zbMATH Keywords

dynamic programmingvalue of informationoptimal trading strategyexecution cost


Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Dynamic programming (90C39) Economics of information (91B44) Actuarial science and mathematical finance (91G99)



Related Items (1)

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