The Convergence Rate of Stochastic Tracking with Application to Optimal Execution

By Marcel Nutz, Moritz Voss

Published 2026-09-01

Everscope rating

2031.5

Relevance to quantitative trading

9 / 10

Implementation complexity

6 / 10

Reproducibility

4 / 5

About this paper

Methodology: Constructive Non-Asymptotic Upper Bounds via Exponential Filtering and Hilbert-Space Projection. Problem types: Optimization, Algorithmic Execution, Stochastic Control, Portfolio Optimization, Risk Management.

arXiv:2608.29468 · Paper rankings

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