A sample-path approach to optimal position liquidation (Q2480246)
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scientific article; zbMATH DE number 5255837
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A sample-path approach to optimal position liquidation |
scientific article; zbMATH DE number 5255837 |
Statements
A sample-path approach to optimal position liquidation (English)
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31 March 2008
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optimal trading
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market impact
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stochastic programming
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sample paths
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0.8464828133583069
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0.8406023383140564
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0.8327526450157166
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0.8190500140190125
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0.8184949159622192
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