Package | Description |
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org.drip.execution.nonadaptive |
Modifier and Type | Method and Description |
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static DiscreteAlmgrenChrissDrift |
DiscreteAlmgrenChrissDrift.Standard(double dblStartHoldings,
double dblFinishTime,
int iNumInterval,
LinearPermanentExpectationParameters lpep,
double dblRiskAversion)
Create the Standard DiscreteAlmgrenChrissDrift Instance
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