SIMULTANEOUS TRADING IN ‘LIT’ AND DARK POOLS (Q2953306)
From MaRDI portal
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)
0 references
4 January 2017
0 references
stochastic control
0 references
optimal trading strategies
0 references
Hamilton-Jacobi-Bellman equation
0 references
viscosity solutions
0 references
limit order book
0 references
market impact
0 references
dark pools
0 references
0 references
0 references
0 references
