Optimal Control of Trading Algorithms: A General Impulse...

Optimal Control of Trading Algorithms: A General Impulse Control Approach

Bouchard, Bruno, Dang, Ngoc-Minh, Lehalle, Charles-Albert
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Volume:
2
Language:
english
Journal:
SIAM Journal on Financial Mathematics
DOI:
10.1137/090777293
Date:
January, 2011
File:
PDF, 957 KB
english, 2011
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