Optimal Trading with Stochastic Liquidity and Volatility (Q4902209)
From MaRDI portal
scientific article; zbMATH DE number 6130640
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Trading with Stochastic Liquidity and Volatility |
scientific article; zbMATH DE number 6130640 |
Statements
Optimal Trading with Stochastic Liquidity and Volatility (English)
0 references
25 January 2013
0 references
optimal trading
0 references
dynamic programming
0 references
mean-variance optimization
0 references
