Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Optimal execution considering trading signal and execution risk simultaneously - MaRDI portal

Optimal execution considering trading signal and execution risk simultaneously

From MaRDI portal

Publication:6484196

Jump to:navigation, search

DOI10.1155/2021/5514413zbMath1512.91159MaRDI QIDQ6484196

Lan Wu, Yuan Cheng

Publication date: 24 January 2022

Published in: Mathematical Problems in Engineering (Search for Journal in Brave)

Mathematics Subject Classification ID

Feedback control (93B52) Optimal stochastic control (93E20) Interest rates, asset pricing, etc. (stochastic models) (91G30) Hamilton-Jacobi equations in optimal control and differential games (49L12)

This page was built for publication: Optimal execution considering trading signal and execution risk simultaneously

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:6484196&oldid=37938448"