A note on the dynamic liquidity trading problem with a mean-variance objective (Q628657)
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scientific article; zbMATH DE number 5865260
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | A note on the dynamic liquidity trading problem with a mean-variance objective |
scientific article; zbMATH DE number 5865260 |
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A note on the dynamic liquidity trading problem with a mean-variance objective (English)
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14 March 2011
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dynamic programming
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liquidity trading
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price impacts
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0.79714035987854
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0.7801839113235474
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0.7777257561683655
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0.7759124636650085
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0.7742048501968384
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