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  • Search: subject:"multi-dimensional binomial method"
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Markov chain 1 Markov chain approximation 1 Markov-Kette 1 Portfolio selection 1 Portfolio-Management 1 Theorie 1 Theory 1 cross-asset price impact 1 linear extrapolation 1 multi-dimensional binomial method 1 portfolio execution 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Chen, Jingnan 1 Feng, Liming 1 Peng, Jiming 1 Zhang, Yu 1
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IMA journal of management mathematics 1
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Optimal portfolio execution with a Markov chain approximation approach
Chen, Jingnan; Feng, Liming; Peng, Jiming; Zhang, Yu - In: IMA journal of management mathematics 34 (2023) 1, pp. 165-186
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