Optimal order execution under price impact: a hybrid model (Q6549607)
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: Optimal order execution under price impact: a hybrid model |
scientific article; zbMATH DE number 7859350
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Optimal order execution under price impact: a hybrid model |
scientific article; zbMATH DE number 7859350 |
Statements
Optimal order execution under price impact: a hybrid model (English)
0 references
4 June 2024
0 references
optimal execution
0 references
price impact
0 references
inventory cost
0 references
order fill uncertainty
0 references
stochastic optimal control
0 references
0 references
0.8746211528778076
0 references
0.8694764971733093
0 references
0.864918053150177
0 references
0.8627041578292847
0 references
