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  • Search: subject:"Optimal execution problems"
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Dynamic programming 1 Dynamische Optimierung 1 Mathematical programming 1 Mathematische Optimierung 1 Optimal execution problems 1 Price impacts 1 Random Walk 1 Random environment 1 Random walk 1 Random walks 1 Stochastic process 1 Stochastischer Prozess 1 Theorie 1 Theory 1
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Undetermined 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Jasso-Fuentes, Héctor 1 Pacheco, Carlos Gabriel 1 Salgado-Suárez, Gladys Denisse 1
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Top : an official journal of the Spanish Society of Statistics and Operations Research 1
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ECONIS (ZBW) 1
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Did you mean: subject:"Optimal execution problem" (6 results)
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A discrete-time optimal execution problem with market prices subject to random environments
Jasso-Fuentes, Héctor; Pacheco, Carlos Gabriel; … - In: Top : an official journal of the Spanish Society of … 31 (2023) 3, pp. 562-583
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014384720
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