On-line VWAP Trading Strategies (Q4931850): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1080/07474946.2010.487431
+Normal rank
@@ Property / OpenAlex ID @@
+W2062835155
@@ Property / OpenAlex ID: W2062835155 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4223058
@@ Property / cites work: Q4223058 / rank @@
+Normal rank
@@ Property / cites work @@
+Beating a moving target: optimal portfolio strategies for outperforming a stochastic benchmark
+Normal rank
@@ Property / cites work @@
+A Random Version of Shepp's Urn Scheme
@@ Property / cites work: A Random Version of Shepp's Urn Scheme / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal selection based on relative rank (the 'Secretary Problem')
+Normal rank
@@ Property / cites work @@
+Option pricing: A simplified approach
@@ Property / cites work: Option pricing: A simplified approach / rank @@
+Normal rank
@@ Property / cites work @@
+The trap of complacency in predicting the maximum
@@ Property / cites work: The trap of complacency in predicting the maximum / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal search and one-way trading online algorithms
+Normal rank
@@ Property / cites work @@
+Optimal stopping in the stock market
@@ Property / cites work: Optimal stopping in the stock market / rank @@
+Normal rank
@@ Property / cites work @@
+Optimum consumption and portfolio rules in a continuous-time model
+Normal rank
@@ Property / cites work @@
+Q3378055
@@ Property / cites work: Q3378055 / rank @@
+Normal rank
@@ Property / cites work @@
+Explicit Solutions to Some Problems of Optimal Stopping
+Normal rank