Optimal Control of Trading Algorithms: A General Impulse Control Approach (Q3006714): Difference between revisions

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Latest revision as of 02:07, 20 March 2024

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Optimal Control of Trading Algorithms: A General Impulse Control Approach
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    Optimal Control of Trading Algorithms: A General Impulse Control Approach (English)
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    21 June 2011
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    optimal impulse control
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    discontinuous viscosity solutions
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    intraday trading
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