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

Packages that use AlmgrenChrissDiscrete

Package	Description
org.drip.execution.optimum	Almgren-Chriss Efficient Trading Trajectories

Uses of AlmgrenChrissDiscrete in org.drip.execution.optimum

Subclasses of AlmgrenChrissDiscrete in org.drip.execution.optimum

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