Optimal trading strategies with limit orders (Q2970320)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Optimal trading strategies with limit orders |
scientific article; zbMATH DE number 6698109
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Optimal trading strategies with limit orders |
scientific article; zbMATH DE number 6698109 |
Statements
OPTIMAL TRADING STRATEGIES WITH LIMIT ORDERS (English)
0 references
30 March 2017
0 references
optimal trade execution
0 references
limit orders
0 references
stochastic dynamic programming
0 references
0.858788013458252
0 references
0.8584717512130737
0 references
0.8529640436172485
0 references
0.8514138460159302
0 references
0.8505592346191406
0 references
