Optimal Control of Trading Algorithms: A General Impulse Control Approach (Q3006714)

From MaRDI portal
Revision as of 02:07, 20 March 2024 by Openalex240319060354 (talk | contribs) (Set OpenAlex properties.)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Optimal Control of Trading Algorithms: A General Impulse Control Approach
scientific article

    Statements

    Optimal Control of Trading Algorithms: A General Impulse Control Approach (English)
    0 references
    0 references
    0 references
    0 references
    21 June 2011
    0 references
    optimal impulse control
    0 references
    discontinuous viscosity solutions
    0 references
    intraday trading
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references