Optimal Execution in a General One-Sided Limit-Order Book (Q2996522)
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scientific article; zbMATH DE number 5882827
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| English | Optimal Execution in a General One-Sided Limit-Order Book |
scientific article; zbMATH DE number 5882827 |
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Optimal Execution in a General One-Sided Limit-Order Book (English)
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2 May 2011
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optimal execution
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limit-order book
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price impact
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0.9190022
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0.9060134
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0.9056505
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0.89779174
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0.8976774
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0.8974501
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0.88903284
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