Optimal trade execution under price-sensitive risk preferences (Q5397469)
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scientific article; zbMATH DE number 6260414
Language | Label | Description | Also known as |
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English | Optimal trade execution under price-sensitive risk preferences |
scientific article; zbMATH DE number 6260414 |
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Optimal trade execution under price-sensitive risk preferences (English)
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20 February 2014
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illiquid market
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price impact
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control of revenue/cost distribution
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discrete-time model
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dynamic programming
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energy markets
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quantitative trading strategies
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