Optimal trade execution under endogenous order flow (Q6856973)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 8160811
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Optimal trade execution under endogenous order flow |
scientific article; zbMATH DE number 8160811 |
Statements
Optimal trade execution under endogenous order flow (English)
0 references
Ying Chen
0 references
18 February 2026
0 references
liquidity risk
0 references
optimal trading strategy
0 references
portfolio liquidation
0 references
Hawkes process
0 references
