Optimal trading with stochastic liquidity and volatility (Q4902209)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6130640
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| 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
0.8971646428108215
0 references
0.8677393198013306
0 references
0.8633736968040466
0 references
0.857298731803894
0 references
0.8559395670890808
0 references
