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