Uses of Class
org.drip.execution.nonadaptive.ContinuousAlmgrenChriss
| Package | Description |
|---|---|
| org.drip.execution.nonadaptive |
Almgren-Chriss Static Optimal Trajectory
|
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Uses of ContinuousAlmgrenChriss in org.drip.execution.nonadaptive
Methods in org.drip.execution.nonadaptive that return ContinuousAlmgrenChriss Modifier and Type Method Description static ContinuousAlmgrenChrissContinuousAlmgrenChriss. Standard(double dblStartHoldings, double dblFinishTime, LinearPermanentExpectationParameters lpep, double dblRiskAversion)Create the Standard ContinuousAlmgrenChriss Instance