Multi-stage Optimal Exposure Problem
Other conference paper
CUHK Authors
Other information
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