Optimal algorithms for trading large positions (Q445966)
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scientific article; zbMATH DE number 6072700
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Optimal algorithms for trading large positions |
scientific article; zbMATH DE number 6072700 |
Statements
Optimal algorithms for trading large positions (English)
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27 August 2012
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algorithmic trading
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discrete-time stochastic optimal control
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volume-weighted average price (VWAP)
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selling rules
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0.864592969417572
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0.8583173155784607
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0.845971941947937
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0.834703803062439
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0.8336924314498901
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