Optimal Order Scheduling for Deterministic Liquidity Patterns (Q2940756)
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scientific article; zbMATH DE number 6388321
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Optimal Order Scheduling for Deterministic Liquidity Patterns |
scientific article; zbMATH DE number 6388321 |
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Optimal Order Scheduling for Deterministic Liquidity Patterns (English)
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20 January 2015
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order scheduling
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liquidity
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convexification
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singular control
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convex analysis
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envelopes
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optimal order execution
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0.8857533
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0.8789038
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0.86707497
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0.86497664
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0.86400044
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0.86377347
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0.86170626
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0.86036426
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0.8569722
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0.85617685
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