Execution shortfall algorithms under regime switching (Q6567491)
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scientific article; zbMATH DE number 7876458
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| default for all languages | No label defined |
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| English | Execution shortfall algorithms under regime switching |
scientific article; zbMATH DE number 7876458 |
Statements
Execution shortfall algorithms under regime switching (English)
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5 July 2024
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algorithmic trading
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discrete-time stochastic optimal control
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execution shortfall
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regime switching
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0.8629131317138672
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0.8276310563087463
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0.8024712204933167
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0.7991231679916382
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0.7961066365242004
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