Optimal execution strategies in limit order books with general shape functions (Q5190130): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W3121394145 / rank | |||
Normal rank | |||
Revision as of 02:21, 20 March 2024
scientific article; zbMATH DE number 5681139
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal execution strategies in limit order books with general shape functions |
scientific article; zbMATH DE number 5681139 |
Statements
Optimal execution strategies in limit order books with general shape functions (English)
0 references
12 March 2010
0 references
liquidity risk
0 references
optimal portfolio liquidation
0 references
block trade execution
0 references
limit order book
0 references
market impact model
0 references
market order
0 references
