Optimal VWAP Execution: A Synthesis of Stochastic Control, Forecasting, and Adaptive Trading

SSRN Electronic Journal 2026 Preprint Open access

Read full text
Authors: Nitin Raja Singh
DOI: 10.2139/ssrn.6091906
Cited by: 0

Fields of Study & Subjects

Financial Markets and Investment Strategies Stochastic processes and financial applications Risk and Portfolio Optimization

Publication details

Journal / source
SSRN Electronic Journal
Publication date
1 January 2026
Language
EN
Document type
Preprint