Now showing items 1-1 of 1

    • Numerical Methods for Optimal Trade Execution 

      Tse, Shu Tong (University of Waterloo, 2012-09-19)
      Optimal trade execution aims at balancing price impact and timing risk. With respect to the mathematical formulation of the optimization problem, we primarily focus on Mean Variance (MV) optimization, in which the two ...

      UWSpace

      University of Waterloo Library
      200 University Avenue West
      Waterloo, Ontario, Canada N2L 3G1
      519 888 4883

      All items in UWSpace are protected by copyright, with all rights reserved.

      DSpace software

      Service outages