Reducing transaction costs with low-latency trading algorithms (Q4554514)
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scientific article; zbMATH DE number 6979542
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Reducing transaction costs with low-latency trading algorithms |
scientific article; zbMATH DE number 6979542 |
Statements
Reducing transaction costs with low-latency trading algorithms (English)
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14 November 2018
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optimal asset liquidation
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algorithmic trading
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transaction costs
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market microstructure
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high-frequency trading
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optimal stopping
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trade execution latency
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cost of latency
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dynamic programming
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0.7816041111946106
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0.7775631546974182
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0.7745554447174072
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0.7727687954902649
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0.7693849802017212
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