Optimizing Execution Cost Using Stochastic Control (Q5227353): Difference between revisions

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Property / cites work: Dynamic programming and stochastic control / rank
 
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Latest revision as of 23:58, 19 July 2024

scientific article; zbMATH DE number 7086095
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English
Optimizing Execution Cost Using Stochastic Control
scientific article; zbMATH DE number 7086095

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    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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