Optimal Liquidation in a Level-I Limit Order Book for Large-Tick Stocks (Q4553793): Difference between revisions

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Latest revision as of 00:44, 21 October 2024

scientific article; zbMATH DE number 6969765
Language Label Description Also known as
English
Optimal Liquidation in a Level-I Limit Order Book for Large-Tick Stocks
scientific article; zbMATH DE number 6969765

    Statements

    Optimal Liquidation in a Level-I Limit Order Book for Large-Tick Stocks (English)
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    31 October 2018
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    limit order book
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    optimal liquidation
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    semi-Markov decision process
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    queueing theory
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    dynamic programming
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