When to Cross the Spread? Trading in Two-Sided Limit Order Books (Q2940761)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | When to Cross the Spread? Trading in Two-Sided Limit Order Books |
scientific article |
Statements
When to Cross the Spread? Trading in Two-Sided Limit Order Books (English)
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20 January 2015
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trading in illiquid markets
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dark pool
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stochastic maximum principle
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singular control
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