A model for optimal execution of atomic orders (Q975353): Difference between revisions
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Property / DOI: 10.1007/s10589-009-9245-6 / rank | |||
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Property / cites work: Optimal execution with nonlinear impact functions and trading-enhanced risk / rank | |||
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Property / cites work: Introduction to Stochastic Programming / rank | |||
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Latest revision as of 10:52, 10 December 2024
scientific article
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English | A model for optimal execution of atomic orders |
scientific article |
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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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