Optimal Trading with Stochastic Liquidity and Volatility (Q4902209)
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scientific article; zbMATH DE number 6130640
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Trading with Stochastic Liquidity and Volatility |
scientific article; zbMATH DE number 6130640 |
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Optimal Trading with Stochastic Liquidity and Volatility (English)
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25 January 2013
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optimal trading
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dynamic programming
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mean-variance optimization
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