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Search: subject:"Optimal execution"
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Theorie
37
Theory
37
Securities trading
30
Wertpapierhandel
30
optimal execution
27
Optimal execution
26
Mathematical programming
22
Mathematische Optimierung
22
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21
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21
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9
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9
market impact
9
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8
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8
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8
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Optimal Execution
7
algorithmic trading
7
stochastic optimal control
7
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6
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5
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Guéant, Olivier
7
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4
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4
Pu, Jiang
4
Moallemi, Ciamac C.
3
Ohnishi, Masamitsu
3
Schnaubelt, Matthias
3
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2
Benazzoli, Chiara
2
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2
Brigo, Damiano
2
Di Persio, Luca
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Fu, Hao
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Khorrami, Farshad
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Kuno, Seiya
2
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2
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2
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Applied mathematical finance
7
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Top : an official journal of the Spanish Society of Statistics and Operations Research
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ECONIS (ZBW)
58
RePEc
10
EconStor
4
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71
A model for
optimal
execution
of atomic orders
Kumaresan, Miles
;
Krejić, Nataša
- In:
Computational Optimization and Applications
46
(
2010
)
2
,
pp. 369-389
Persistent link: https://www.econbiz.de/10008533944
Saved in:
72
Optimal
Execution
in a Market with Small Investors
Ishii, Ryosuke
- In:
Applied Mathematical Finance
17
(
2010
)
5
,
pp. 431-451
theoretical
optimal
execution
model. …
Persistent link: https://www.econbiz.de/10008674999
Saved in:
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