Research on Risk-Sensitive Optimal Execution Problem with Power-Shaped Stochastic Market Depth

LIN Yu, WU Weiping, WANG Zhenghong, JIN Chengneng

Journal of Systems Science and Mathematical Sciences ›› 2024, Vol. 44 ›› Issue (12) : 3641-3662.

PDF(2368 KB)
中国科学院数学与系统科学研究院期刊网
PDF(2368 KB)
Journal of Systems Science and Mathematical Sciences ›› 2024, Vol. 44 ›› Issue (12) : 3641-3662. DOI: 10.12341/jssms23915

Research on Risk-Sensitive Optimal Execution Problem with Power-Shaped Stochastic Market Depth

  • {{article.zuoZhe_EN}}
Author information +
History +

HeighLight

{{article.keyPoints_en}}

Abstract

{{article.zhaiyao_en}}

Key words

QR code of this article

Cite this article

EndNote

Ris (Procite)

Bibtex

Download Citations
{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Mathematical Sciences, 2024, 44(12): 3641-3662 https://doi.org/10.12341/jssms23915

References

Publishing order | Descend order by publishing year | Descend order by cited within

References

{{article.reference}}

Funding

RIGHTS & PERMISSIONS

{{article.copyrightStatement_en}}
{{article.copyrightLicense_en}}
PDF(2368 KB)

Accesses

Citation

Detail
Sections
Recommended

/

〈 〉