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