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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