Optimal portfolio liquidation in dark pool
| dc.contributor.author | Mishra, Ranjan | |
| dc.date.accessioned | 2017-07-19T05:52:08Z | |
| dc.date.available | 2017-07-19T05:52:08Z | |
| dc.date.issued | 2017 | |
| dc.description | Dissertation under the supervision of Dr. Diganta Mukherjee, SOS Unit | en_US |
| dc.identifier.citation | 33p. | en_US |
| dc.identifier.uri | http://hdl.handle.net/10263/6821 | |
| dc.language.iso | en | en_US |
| dc.publisher | Indian Statistical Institute, Kolkata | en_US |
| dc.relation.ispartofseries | Dissertation;17-362 | |
| dc.subject | Portfolio liquidation | en_US |
| dc.subject | Dark pool | en_US |
| dc.subject | Dynamic programming | en_US |
| dc.subject | Markov decision process | en_US |
| dc.title | Optimal portfolio liquidation in dark pool | en_US |
| dc.type | Article | en_US |
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