Optimal trading execution strategy
Insert
m
0
(-50 ≤
m
0
≤ 50)
Insert a (-50 ≤
a ≤ 50)
Insert T
1
(months) (0 ≤ T
1
≤ 1)
Insert T
2
(months) ( 0 ≤T
2
≤ T
1
)
Insert y
0
(y
0
> 0)
Insert S
0
0
(USD) (S
0
0
> 0)
Insert
e
(months
-1/2
) (0 ≤
e
≤ 0.5)
Expected total revenue corresponding to the optimal trading to the optimal trading execution strategy: