限价订单簿市场中具有随机市场深度的约束最优执行问题
Constrained optimal execution problem in limit order book market with stochastic market depth
European Journal of Operational Research · 2026
被引 0 · 同刊同年前 10%
ABS 4
- Weiping Wu
- Chengneng Jin 通讯
- Jianjun Gao
- Jiajia Yan
金融经济学市场微观结构最优执行随机过程