Optimal trading with stochastic liquidity and volatility (Q4902209)
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scientific article; zbMATH DE number 6130640
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Optimal trading with stochastic liquidity and volatility |
scientific article; zbMATH DE number 6130640 |
Statements
Optimal Trading with Stochastic Liquidity and Volatility (English)
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25 January 2013
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optimal trading
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dynamic programming
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mean-variance optimization
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0.8971646428108215
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0.8677393198013306
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0.8633736968040466
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0.857298731803894
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0.8559395670890808
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