Optimal portfolio liquidation in dark pool

Simple item page
dc.contributor.authorMishra, Ranjan
dc.date.accessioned2018-01-29T07:34:59Z
dc.date.available2018-01-29T07:34:59Z
dc.date.issued2017
dc.descriptionDissertation under the supervision of Dr. Diganta Mukherjee, SOS Uniten_US
dc.identifier.citation33p.en_US
dc.identifier.urihttp://hdl.handle.net/10263/6887
dc.language.isoenen_US
dc.publisherIndian Statistical Institute, Kolkataen_US
dc.relation.ispartofseriesDissertation;17-362
dc.subjectPortfolio liquidationen_US
dc.subjectDark poolen_US
dc.subjectMarkov decision processen_US
dc.subjectDynamic programmingen_US
dc.titleOptimal portfolio liquidation in dark poolen_US
dc.typeArticleen_US

Files

Original bundle

Now showing 1 - 1 of 1
No Thumbnail Available
Name:
DISS-362.pdf
Size:
408.45 KB
Format:
Adobe Portable Document Format
Download

License bundle

Now showing 1 - 1 of 1
No Thumbnail Available
Name:
license.txt
Size:
1.71 KB
Format:
Item-specific license agreed upon to submission
Description:
Download

Collections

Dissertations - M Tech (CS)