OPTIMAL EXECUTION COST FOR LIQUIDATION THROUGH A LIMIT ORDER MARKET (Q2797874): Difference between revisions

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+MaRDI publication profile
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+AN ANALYSIS OF THE SUPPLY CURVE FOR LIQUIDITY RISK THROUGH BOOK DATA
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+Buy Low, Sell High: A High Frequency Trading Perspective
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+Optimal exit strategies for investment projects
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+Optimal Portfolio Liquidation with Limit Orders
@@ Property / cites work: Optimal Portfolio Liquidation with Limit Orders / rank @@
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+Dealing with the inventory risk: a solution to the market making problem
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+MARKET MAKING AND PORTFOLIO LIQUIDATION UNDER UNCERTAINTY
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+RESILIENT PRICE IMPACT OF TRADING AND THE COST OF ILLIQUIDITY
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