Optimal posting price of limit orders: learning by trading (Q2392020): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 06:58, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal posting price of limit orders: learning by trading |
scientific article |
Statements
Optimal posting price of limit orders: learning by trading (English)
0 references
6 August 2013
0 references
stochastic approximation
0 references
order book
0 references
limit order
0 references
market impact
0 references
statistical learning
0 references
high-frequency optimal liquidation
0 references
Poisson process
0 references
co-monotony principle
0 references
