Antje Fruth

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Optimal trade execution in order books with stochastic liquidity
Mathematical Finance
2019-05-23Paper
Optimal Order Scheduling for Deterministic Liquidity Patterns
SIAM Journal on Financial Mathematics
2015-01-20Paper
Optimal trade execution and price manipulation in order books with time-varying liquidity
Mathematical Finance
2014-11-05Paper
Optimal execution strategies in limit order books with general shape functions
Quantitative Finance
2010-03-12Paper
scientific article; zbMATH DE number 5361721 (Why is no real title available?)2008-11-04Paper


Research outcomes over time


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