Optimal trade execution: a mean quadratic variation approach (Q318882)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal trade execution: a mean quadratic variation approach |
scientific article |
Statements
Optimal trade execution: a mean quadratic variation approach (English)
0 references
6 October 2016
0 references
optimal trading
0 references
mean quadratic variation
0 references
HJB equation
0 references
0 references
0 references
0 references
