Optimal trading strategies with limit orders (Q2970320)
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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)
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30 March 2017
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optimal trade execution
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limit orders
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stochastic dynamic programming
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0.858788013458252
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0.8584717512130737
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0.8529640436172485
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0.8514138460159302
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0.8505592346191406
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