Browsing by Subject Stochastic control
Showing results 1 to 1 of 1
| Issue Date | Title | Author(s) |
|---|---|---|
| 2014 | Optimal Execution in a Limit Order Book: A Stochastic Control Approach | Luo, Haifeng |
| Issue Date | Title | Author(s) |
|---|---|---|
| 2014 | Optimal Execution in a Limit Order Book: A Stochastic Control Approach | Luo, Haifeng |