Optimal algorithms for trading large positions (Q445966): Difference between revisions
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| Property / Mathematics Subject Classification ID: 93E20 / rank | |||
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| Property / Mathematics Subject Classification ID: 93E25 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6072700 / rank | |||
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algorithmic trading | |||
| Property / zbMATH Keywords: algorithmic trading / rank | |||
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discrete-time stochastic optimal control | |||
| Property / zbMATH Keywords: discrete-time stochastic optimal control / rank | |||
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volume-weighted average price (VWAP) | |||
| Property / zbMATH Keywords: volume-weighted average price (VWAP) / rank | |||
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selling rules | |||
| Property / zbMATH Keywords: selling rules / rank | |||
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Revision as of 10:02, 30 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal algorithms for trading large positions |
scientific article |
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Optimal algorithms for trading large positions (English)
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27 August 2012
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algorithmic trading
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discrete-time stochastic optimal control
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volume-weighted average price (VWAP)
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selling rules
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