Uses of Class
org.drip.execution.optimum.AlmgrenChrissDiscrete

Packages that use AlmgrenChrissDiscrete

Package	Description
org.drip.execution.optimum

Uses of AlmgrenChrissDiscrete in org.drip.execution.optimum

Subclasses of AlmgrenChrissDiscrete in org.drip.execution.optimum

Modifier and Type	Class and Description
class	AlmgrenChrissDriftDiscrete AlmgrenChrissDriftDiscrete contains the Trading Trajectory generated by the Almgren and Chrissb(2000) Scheme under the Criterion of Non-zero Drift.