Optimal Control of Trading Algorithms: A General Impulse Control Approach (Q3006714): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1137/090777293 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2092249569 / rank | |||
Normal rank | |||
Latest revision as of 02:07, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Control of Trading Algorithms: A General Impulse Control Approach |
scientific article |
Statements
Optimal Control of Trading Algorithms: A General Impulse Control Approach (English)
0 references
21 June 2011
0 references
optimal impulse control
0 references
discontinuous viscosity solutions
0 references
intraday trading
0 references
