Optimal accelerated share repurchases (Q4610214)

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scientific article; zbMATH DE number 6856766
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English
Optimal accelerated share repurchases
scientific article; zbMATH DE number 6856766

    Statements

    title
    Optimal accelerated share repurchases (English)
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    author
    Sebastian Jaimungal
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    Damir Kinzebulatov
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    Dmitri H. Rubisov
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    publication date
    6 April 2018
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    zbMATH Keywords
    algorithmic trading
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    accelerated share repurchase
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    optimal execution
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    American options
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    stochastic control
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    optimal stopping
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    cites work
    Q5263525
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    Q5520962
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    Q2787919
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    Q3378055
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    Identifiers

    Mathematics Subject Classification ID
    91G20
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    93E20
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    60G40
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    zbMATH DE Number
    6856766
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    OpenAlex ID
    W3123383822
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