A model for optimal execution of atomic orders (Q975353)

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scientific article; zbMATH DE number 5719093
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    A model for optimal execution of atomic orders
    scientific article; zbMATH DE number 5719093

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      A model for optimal execution of atomic orders (English)
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      9 June 2010
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      nonlinear programming
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      convex programming
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      optimal execution strategy
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      algorithmic trading
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