Theoretical and Numerical Analysis of an Optimal Execution Problem With Uncertain Market Impact

Communications on Stochastic Analysis - India
doi 10.31390/cosa.9.3.03
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Louisiana State University Libraries

Related search

Formulation of an Optimal Execution Problem With Market Impact

Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications
2010English

Optimal Execution in a Limit Order Book and an Associated Microstructure Market Impact Model

SSRN Electronic Journal
2015English

VWAP Execution as an Optimal Strategy

JSIAM Letters
2015English

Numerical Methods for Analysis of Mechanical Systems With Uncertain Parameters

Production Engineering Archives
2016English

Numerical Solution of an Optimal Control Problem With Variable Time Points in the Objective Function

ANZIAM Journal
Mathematics
2002English

Numerical Investigation of a Nonlinear Time-Optimal Problem

Vestnik Udmurtskogo Universiteta: Matematika, Mekhanika, Komp'yuternye Nauki
Transfer ProcessesMathematicsFluid FlowComputer Science
2018English

Numerical Solution of an Optimal Control Problem Governed by Two Dimensional Schrodinger Equation

Applied and Computational Mathematics
2015English

Analysis and Numerical Approximation of an Electro-Elastic Frictional Contact Problem

Mathematical Modelling of Natural Phenomena
ModelingApplied MathematicsSimulation
2010English

AMPLE: An Anytime Planning and Execution Framework for Dynamic and Uncertain Problems in Robotics

Autonomous Robots
Artificial Intelligence
2018English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2024 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy