A Closed-Form Execution Strategy to Target Volume Weighted Average Price (Q2832615)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Closed-Form Execution Strategy to Target Volume Weighted Average Price |
scientific article |
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A Closed-Form Execution Strategy to Target Volume Weighted Average Price (English)
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11 November 2016
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VWAP
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POV
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TWAP
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algorithmic trading
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high-frequency trading
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acquisition
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liquidation
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