VWAP Execution and Guaranteed VWAP (Q2940767): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Changed an Item |
||
| Property / arXiv ID | |||
| Property / arXiv ID: 1306.2832 / rank | |||
Normal rank | |||
Latest revision as of 11:09, 19 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | VWAP Execution and Guaranteed VWAP |
scientific article |
Statements
VWAP Execution and Guaranteed VWAP (English)
0 references
20 January 2015
0 references
optimal liquidation
0 references
VWAP strategy
0 references
guaranteed VWAP contract
0 references
optimal control
0 references
indifference pricing
0 references
