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