Login / Signup

A Closed-Form Execution Strategy to Target Volume Weighted Average Price.

Álvaro CarteaSebastian Jaimungal
Published in: SIAM J. Financial Math. (2016)
Keyphrases
  • closed form
  • weighted average
  • weighted sum
  • point correspondences
  • iterative procedure
  • closed form solutions
  • input image
  • object detection
  • marginal likelihood
  • closed form expressions