APPLIED STOCHASTIC CONTROL IN OPTIMAL LIQUIDATION STRATEGIES

Ph.D

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Bibliographic Details
Main Author:	TRAN HOANG HAI
Other Authors:	STATISTICS AND DATA SCIENCE
Format:	Theses and Dissertations
Language:	English
Published:	2021
Subjects:	Optimal trading, Hawkes process, optimal control, stochastic process
Online Access:	https://scholarbank.nus.edu.sg/handle/10635/199977
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Institution:	National University of Singapore
Language:	English

id	sg-nus-scholar.10635-199977
record_format	dspace
spelling	sg-nus-scholar.10635-1999772024-04-03T00:26:30Z APPLIED STOCHASTIC CONTROL IN OPTIMAL LIQUIDATION STRATEGIES TRAN HOANG HAI STATISTICS AND DATA SCIENCE Chen Ying Optimal trading, Hawkes process, optimal control, stochastic process Ph.D DOCTOR OF PHILOSOPHY (FOS) 2021-08-31T18:00:36Z 2021-08-31T18:00:36Z 2021-01-24 Thesis TRAN HOANG HAI (2021-01-24). APPLIED STOCHASTIC CONTROL IN OPTIMAL LIQUIDATION STRATEGIES. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/199977 en
institution	National University of Singapore
building	NUS Library
continent	Asia
country	Singapore Singapore
content_provider	NUS Library
collection	ScholarBank@NUS
language	English
topic	Optimal trading, Hawkes process, optimal control, stochastic process
spellingShingle	Optimal trading, Hawkes process, optimal control, stochastic process TRAN HOANG HAI APPLIED STOCHASTIC CONTROL IN OPTIMAL LIQUIDATION STRATEGIES
description	Ph.D
author2	STATISTICS AND DATA SCIENCE
author_facet	STATISTICS AND DATA SCIENCE TRAN HOANG HAI
format	Theses and Dissertations
author	TRAN HOANG HAI
author_sort	TRAN HOANG HAI
title	APPLIED STOCHASTIC CONTROL IN OPTIMAL LIQUIDATION STRATEGIES
title_short	APPLIED STOCHASTIC CONTROL IN OPTIMAL LIQUIDATION STRATEGIES
title_full	APPLIED STOCHASTIC CONTROL IN OPTIMAL LIQUIDATION STRATEGIES
title_fullStr	APPLIED STOCHASTIC CONTROL IN OPTIMAL LIQUIDATION STRATEGIES
title_full_unstemmed	APPLIED STOCHASTIC CONTROL IN OPTIMAL LIQUIDATION STRATEGIES
title_sort	applied stochastic control in optimal liquidation strategies
publishDate	2021
url	https://scholarbank.nus.edu.sg/handle/10635/199977
_version_	1795301602822717440

APPLIED STOCHASTIC CONTROL IN OPTIMAL LIQUIDATION STRATEGIES

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