Please use this identifier to cite or link to this item:
http://hdl.handle.net/10263/6887| Title: | Optimal portfolio liquidation in dark pool |
| Authors: | Mishra, Ranjan |
| Keywords: | Portfolio liquidation Dark pool Markov decision process Dynamic programming |
| Issue Date: | 2017 |
| Publisher: | Indian Statistical Institute, Kolkata |
| Citation: | 33p. |
| Series/Report no.: | Dissertation;17-362 |
| Description: | Dissertation under the supervision of Dr. Diganta Mukherjee, SOS Unit |
| URI: | http://hdl.handle.net/10263/6887 |
| Appears in Collections: | Dissertations - M Tech (CS) |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| DISS-362.pdf | 408.45 kB | Adobe PDF | View/Open |
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