A Closed-Form Execution Strategy to Target Volume Weighted Average Price (Q2832615): Difference between revisions

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+Optimal execution strategies in limit order books with general shape functions
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+Optimal execution with nonlinear impact functions and trading-enhanced risk
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+Enhancing trading strategies with order book signals
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+RISK METRICS AND FINE TUNING OF HIGH‐FREQUENCY TRADING STRATEGIES
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+Incorporating order-flow into optimal execution
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+ALGORITHMIC TRADING WITH LEARNING
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+Q5263525
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+Buy Low, Sell High: A High Frequency Trading Perspective
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+OPTIMAL EXECUTION OF A VWAP ORDER: A STOCHASTIC CONTROL APPROACH
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+Q2787919
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+VWAP Execution and Guaranteed VWAP
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+Optimal posting price of limit orders: learning by trading
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@@ Property / full work available at URL @@
+https://doi.org/10.1137/16m1058406
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@@ Property / OpenAlex ID @@
+W3123296813
@@ Property / OpenAlex ID: W3123296813 / rank @@
+Normal rank