Optimal execution in high-frequency trading with Bayesian learning (Q1619842): Difference between revisions

@@ Property / full work available at URL @@
-https://doi.org/10.1016/j.physa.2016.06.021
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-W2414603688
@@ Property / OpenAlex ID: W2414603688 / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.physa.2016.06.021
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@@ Property / OpenAlex ID @@
+W2414603688
@@ Property / OpenAlex ID: W2414603688 / rank @@
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@@ Property / cites work @@
+Portfolio choice under transitory price impact
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+Optimal Liquidity Trading*
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