The Mathematical Institute, University of Oxford, Eprints Archive

An Optimal Liquidation Algorithm Based on Monte Carlo Method

Dawei, Cai (2012) An Optimal Liquidation Algorithm Based on Monte Carlo Method. Masters thesis, University of Oxford.

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Item Type:Thesis (Masters)
Subjects:D - G > Global analysis, analysis on manifolds
H - N > Numerical analysis
Research Groups:Mathematical and Computational Finance Group
ID Code:1582
Deposited By: Destiny Chen
Deposited On:11 Aug 2012 06:08
Last Modified:29 May 2015 19:16

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