Optimal trade execution in illiquid markets (Q3100751)
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scientific article; zbMATH DE number 5975638
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| default for all languages | No label defined |
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| English | Optimal trade execution in illiquid markets |
scientific article; zbMATH DE number 5975638 |
Statements
OPTIMAL TRADE EXECUTION IN ILLIQUID MARKETS (English)
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21 November 2011
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optimal order execution
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liquidity modeling
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dark pools
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Markov-modulated Poisson process
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0.8901017308235168
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0.8805972337722778
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0.8709127306938171
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0.8662835359573364
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0.8662365078926086
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