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AIP Conference Proceedings [AIP ICNAAM 2010: International Conference of Numerical Analysis and Applied Mathematics 2010 - Rhodes (Greece) (19–25 September 2009)] - Computing Optimal Stochastic Portfolio Execution Strategies: A Parametric Approach Using Simulations
Moazeni, Somayeh, Coleman, Thomas F., Li, Yuying, Simos, Theodore E., Psihoyios, George, Tsitouras, Ch.Year:
2010
Language:
english
DOI:
10.1063/1.3498470
File:
PDF, 287 KB
english, 2010