Optimal inventory management and order book modeling (Q4967868): Difference between revisions

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Latest revision as of 15:28, 30 December 2024

scientific article; zbMATH DE number 7079335
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English
Optimal inventory management and order book modeling
scientific article; zbMATH DE number 7079335

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    Optimal inventory management and order book modeling (English)
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    11 July 2019
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    order book dynamics
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    optimal trading
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    optimal control
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    dynamic programming
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    approximate optimal controls
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