A Sample-path Approach to Optimal Position Liquidation

A Sample-path Approach to Optimal Position Liquidation
Author: Pavlo Krokhmal
Publisher:
Total Pages: 58
Release: 2003
Genre:
ISBN:
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A Sample-path Approach to Optimal Position Liquidation
Language: en
Pages: 58

A Sample-path Approach to Optimal Position Liquidation

Authors: Pavlo Krokhmal
Categories:
Type: BOOK - Published: 2003 - Publisher:

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Optimal Liquidation with a Focus on the Sample-path Approach
Language: en
Pages: 29

Optimal Liquidation with a Focus on the Sample-path Approach

Authors:
Categories:
Type: BOOK - Published: 2008 - Publisher:

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Sample Path Based Optimal Position Liquidation with CVaR Risk
Language: en
Pages: 56

Sample Path Based Optimal Position Liquidation with CVaR Risk

Authors: Suiyi Su
Categories:
Type: BOOK - Published: 2012 - Publisher:

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The purpose of this research is to investigate devising the optimal position liquidation strategies in financial markets. During the transaction of large block
Strategic Trading in Illiquid Markets
Language: en
Pages: 130

Strategic Trading in Illiquid Markets

Authors: Burkart Mönch
Categories: Business & Economics
Type: BOOK - Published: 2006-01-13 - Publisher: Springer Science & Business Media

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The Area of Research and the Object of Investigation In this thesis we will investigate trading strategies in illiquid markets from a market microstructure pers
Financial Optimization
Language: en
Pages: 450

Financial Optimization

Authors: Hercules Vladimirou
Categories: Finance
Type: BOOK - Published: 2007 - Publisher:

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