Optimal algorithms for trading large positions (Q445966)

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Optimal algorithms for trading large positions
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    title
    Optimal algorithms for trading large positions (English)
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    author
    Moustapha Pemy
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    published in
    Automatica
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    publication date
    27 August 2012
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    zbMATH DE Number
    6072700
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    zbMATH Keywords
    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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