VWAP Execution and Guaranteed VWAP (Q2940767)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | VWAP Execution and Guaranteed VWAP |
scientific article |
Statements
VWAP Execution and Guaranteed VWAP (English)
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20 January 2015
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optimal liquidation
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VWAP strategy
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guaranteed VWAP contract
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optimal control
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indifference pricing
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