SIMULTANEOUS TRADING IN ‘LIT’ AND DARK POOLS (Q2953306): Difference between revisions
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Revision as of 09:07, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | SIMULTANEOUS TRADING IN ‘LIT’ AND DARK POOLS |
scientific article |
Statements
SIMULTANEOUS TRADING IN ‘LIT’ AND DARK POOLS (English)
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4 January 2017
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stochastic control
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optimal trading strategies
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Hamilton-Jacobi-Bellman equation
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viscosity solutions
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limit order book
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market impact
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dark pools
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