Periodic strategies in optimal execution with multiplicative price impact (Q5204850)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Periodic strategies in optimal execution with multiplicative price impact |
scientific article; zbMATH DE number 7140541
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Periodic strategies in optimal execution with multiplicative price impact |
scientific article; zbMATH DE number 7140541 |
Statements
Periodic strategies in optimal execution with multiplicative price impact (English)
0 references
5 December 2019
0 references
optimal execution problem
0 references
multiplicative price impact
0 references
arrival times of Poisson process
0 references
periodic barrier strategies
0 references
0.893889844417572
0 references
0.8606206178665161
0 references
0.85200434923172
0 references
0.8475709557533264
0 references
0.8451946973800659
0 references
