OPTIMAL TRADE EXECUTION IN ILLIQUID MARKETS (Q3100751): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | OPTIMAL TRADE EXECUTION IN ILLIQUID MARKETS |
scientific article |
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OPTIMAL TRADE EXECUTION IN ILLIQUID MARKETS (English)
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21 November 2011
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optimal order execution
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liquidity modeling
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dark pools
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Markov-modulated Poisson process
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