Optimal execution with limit and market orders (Q4619495)
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scientific article; zbMATH DE number 7013618
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Optimal execution with limit and market orders |
scientific article; zbMATH DE number 7013618 |
Statements
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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0.8534363508224487
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0.8525647521018982
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0.8523629903793335
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0.8509151339530945
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0.8452751040458679
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