Stochastic Control for Optimal Execution: Fast Approximation Solution Scheme Under Nested Mean-semi Deviation and Conditional Value at Risk
Crossref DOI link: https://doi.org/10.1007/s40305-017-0162-6
Published Online: 2017-04-06
Published Print: 2017-06
Update policy: https://doi.org/10.1007/springer_crossmark_policy
He, Meng-Fei
Li, Duan
Chen, Yuan-Yuan
Funding for this research was provided by:
Research Grants Council, University Grants Committee (HK) (14204514)
License valid from 2017-04-06