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