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~isPartOf:"Computational economics"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Working paper"
~person:"Frei, Christoph"
~subject:"Game theory"
~subject:"Stochastic process"
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Search: subject_exact:"Optimal control problem"
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Computational economics
Mathematical finance : an international journal of mathematics, statistics and financial theory
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Optimal execution of a VWAP order : a stochastic control approach
Frei, Christoph
;
Westray, Nicholas
- In:
Mathematical finance : an international journal of …
25
(
2015
)
3
,
pp. 612-639
Persistent link: https://www.econbiz.de/10011350559
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