Daniel Hernandez, Video: Periodic strategies in optimal execution with multiplicative impact

Daniel Hernandez, Video: Periodic strategies in optimal execution with multiplicative impact

Daniel Hernandez, Periodic strategies in optimal execution with multiplicative impact, Stochastic Analysis and its Applications, BIRS, BIRS talk, 18w5080, math, mathematics, video

Banff International Research Station

Banff International Research Station

presentation

mpeg4

89M

http://www.birs.ca/events/2018/5-day-workshops/18w5080/videos

http://www.birs.ca/events/2018/5-day-workshops/18w5080/videos/watch/201805171210-Hernandez.html