Optimal inventory management and order book modeling (Q4967868)
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scientific article; zbMATH DE number 7079335
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Optimal inventory management and order book modeling |
scientific article; zbMATH DE number 7079335 |
Statements
Optimal inventory management and order book modeling (English)
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11 July 2019
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order book dynamics
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optimal trading
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optimal control
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dynamic programming
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approximate optimal controls
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0.8011705875396729
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0.7983324527740479
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0.795813262462616
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0.7920987010002136
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0.7783509492874146
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