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Two-machine open shop scheduling with an availability constraint

Breit, Joachim - 2000

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Effect of volatility fluctuations on optimal execution schedules

Criscuolo, Adriana M.; Waelbroeck, Henri - In: The journal of trading 9 (2014) 4, pp. 82-90

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Effect of Volatility Fluctuations on Optimal Execution Schedules

Criscuolo, Adriana - 2019

fair pricing theory of market impact and the Heston model for volatility. We use computer optimization to solve common …

Persistent link: https://www.econbiz.de/10012904961

Do Sentiment and Exchange Rate Share Memories? An Application of Multifractional Process Modeling

Yang, Yanyan - 2017

We use the notion of local Holder regularity to investigate the roughness of the pattern of EUR/USD exchange rate process as well as the corresponding investor sentiment dynamic process. Specifically, we use the pointwise Holder exponent to measure the local Holder regularity of a...

Persistent link: https://www.econbiz.de/10012945935