Multi-stage Optimal Exposure Problem
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All Author(s) ListCHEN Yuanyuan, LI Duan, GAO Xuefeng
Name of Conference8th International Congress of Industrial and Applied Mathematics
Start Date of Conference09/08/2015
Country/Region of ConferenceChina
Proceedings Title8th International Congress of Industrial and Applied Mathematics
Year2015
Month8
Place of PublicationChina, Beijing
Pages85
LanguagesEnglish-United Kingdom
Keywordslimit order book; hidden orders; dynamic programming

Last updated on 2024-12-04 at 10:47