Uses of Class
org.drip.execution.nonadaptive.ContinuousAlmgrenChriss
Package | Description |
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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 ContinuousAlmgrenChriss
ContinuousAlmgrenChriss. Standard(double dblStartHoldings, double dblFinishTime, LinearPermanentExpectationParameters lpep, double dblRiskAversion)
Create the Standard ContinuousAlmgrenChriss Instance