Optimal Execution of Derivatives: A Taylor Expansion Approach
type: Item
instance of: scholarly article
title: Optimal Execution of Derivatives: A Taylor Expansion Approach
zbMATH Open document ID: 1376.91159
DOI: 10.1007/978-0-8176-8337-5_9
author: Gerardo Hernandez-del-Valle
author: Yuemeng Sun
published in: Optimization, Control, and Applications of Stochastic Systems
publication date: 2017-11-22T00:00:00Z
Mathematics Subject Classification ID: 91G20
zbMATH DE Number: 6811412
MaRDI profile type: MaRDI publication profile
full work available at URL: 978-0-8176-8337-5 9
OpenAlex ID: W169170826
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description: scientific article; zbMATH DE number 6811412