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"Optimal order execution for algorithmic trading: A CVaR approach."

Yiyong Feng, Francisco Rubio, Daniel Pérez Palomar (2012)

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DOI: 10.1109/SPAWC.2012.6292954

access: closed

type: Conference or Workshop Paper

metadata version: 2017-06-15

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  - conf/spawc/FengRP12
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  - https://dblp.org/rec/conf/spawc/FengRP12
Yiyong Feng, Francisco Rubio, Daniel Pérez Palomar:
Optimal order execution for algorithmic trading: A CVaR approach. SPAWC 2012: 480-484

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