Optimizing Execution Cost Using Stochastic Control (Q5227353): Difference between revisions
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| Property / arXiv ID: 1909.10762 / rank | |||
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| Property / cites work: Optimal order placement in limit order markets / rank | |||
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| Property / cites work: Dynamic programming and stochastic control / rank | |||
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| Property / cites work: An Automatic Method of Solving Discrete Programming Problems / rank | |||
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Latest revision as of 23:58, 19 July 2024
scientific article; zbMATH DE number 7086095
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimizing Execution Cost Using Stochastic Control |
scientific article; zbMATH DE number 7086095 |
Statements
Optimizing Execution Cost Using Stochastic Control (English)
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26 July 2019
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optimal stochastic control
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cost function
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stock prices
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