Optimal trading with signals and stochastic price impact (Q5097223)
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scientific article; zbMATH DE number 7574022
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Optimal trading with signals and stochastic price impact |
scientific article; zbMATH DE number 7574022 |
Statements
Optimal Trading with Signals and Stochastic Price Impact (English)
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22 August 2022
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algorithmic trading
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singular perturbation
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multiscale modeling
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nonlinear PDE
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0.8503405451774597
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0.8371683359146118
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0.8357406258583069
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0.8337178230285645
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0.8262019753456116
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