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"Optimal Control of Trading Algorithms: A General Impulse Control Approach."

Bruno Bouchard, Ngoc-Minh Dang, Charles-Albert Lehalle (2011)

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DOI: 10.1137/090777293

access: closed

type: Journal Article

metadata version: 2017-06-08

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Bruno Bouchard, Ngoc-Minh Dang, Charles-Albert Lehalle:
Optimal Control of Trading Algorithms: A General Impulse Control Approach. SIAM J. Financial Math. 2(1): 404-438 (2011)

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