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Optimal accelerated share repurchases |
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| Authors: | S Jaimungal D Kinzebulatov D H Rubisov |
| Institution: | 1. Department of Statistical Sciences, University of Toronto, Toronto, ON, Canadasebastian.jaimungal@utoronto.ca;3. The Fields Institute for Mathematical Sciences, Toronto, ON, Canada;4. BMO Capital Markets, Toronto, ON, Canada |
| Abstract: | |
| Keywords: | Algorithmic Trading Accelerated Share Repurchase Optimal Execution American Options Stochastic Control Optimal Stopping |