SIMULTANEOUS TRADING IN ‘LIT’ AND DARK POOLS (Q2953306)
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scientific article
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | SIMULTANEOUS TRADING IN ‘LIT’ AND DARK POOLS |
scientific article |
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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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0.82825154
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0.80500364
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0.8040483
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0.8012732
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0.79746246
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0.79712963
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0.7875618
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