... Execution of Strategy 战略执行力 optimal execution strategy 最优变现策略 Strategy Execution 战略执行 ...
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Second, under the supposition that the stock's pricefollows the Geometry Brown motion, which evolves according to twoinfluences: volatility and market, the random mathematic optimalliquidation model is established and optimal liquidation strategy isobtained.
其次,在介绍已有变现模型的同时,将模型进行扩充,假定股票价格为不带漂移项几何布朗运动,且受到负向的永久和临时性冲击的影响下,建立变现模型,运用欧拉方程,以及微分方程组的方法得到最优变现策略,它是时间的级数形式。
参考来源 - 基于流动性冲击下开放式基金最优变现策略研究·2,447,543篇论文数据,部分数据来源于NoteExpress
在供应曲线为线性形式时,使用极大值原理方法,得到了机构投资者最优变现策略的解析形式解;
There were two situations as follows: as the supply curve was linear, the analytical solution was presented by implementing;
研究了在非瓦尔拉斯市场中,当市场的价格冲击函数为变现速度的非线性函数时,投资者的最优变现策略和最优变现时间问题。
In a non-Walrasian market with nonlinear price impact function, the optimal liquidation strategy and optimal liquidation time are investigated for institution investors.
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