When to cross the spread? Trading in two-sided limit order books (Q2940761)
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scientific article; zbMATH DE number 6388326
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | When to cross the spread? Trading in two-sided limit order books |
scientific article; zbMATH DE number 6388326 |
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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0.8130776882171631
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0.8121697306632996
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0.7994921803474426
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0.7944865822792053
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0.7933425307273865
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