Optimal Control of Trading Algorithms: A General Impulse Control Approach (Q3006714): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Control of Trading Algorithms: A General Impulse Control Approach |
scientific article |
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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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