Optimal Execution in a General One-Sided Limit-Order Book (Q2996522)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Execution in a General One-Sided Limit-Order Book |
scientific article |
Statements
Optimal Execution in a General One-Sided Limit-Order Book (English)
0 references
2 May 2011
0 references
optimal execution
0 references
limit-order book
0 references
price impact
0 references
