Optimal security liquidation algorithms (Q2574056)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal security liquidation algorithms |
scientific article |
Statements
Optimal security liquidation algorithms (English)
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16 November 2005
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optimal trading strategy
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stochastic programming
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dynamic programming
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linear programming
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conditional value-at-risk
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