Optimal execution with limit and market orders (Q4619495)
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scientific article; zbMATH DE number 7013618
Language | Label | Description | Also known as |
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English | Optimal execution with limit and market orders |
scientific article; zbMATH DE number 7013618 |
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Optimal execution with limit and market orders (English)
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6 February 2019
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algorithmic trading
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high-frequency trading
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acquisition
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liquidation
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impulse control
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