DOI10.1080/02522667.2006.10699683zbMath1191.91049OpenAlexW2118655915MaRDI QIDQ3429060
Mehrdad Tamiz, R. E. Treloar
Publication date: 30 March 2007 Published in: Journal of Information and Optimization Sciences (Search for Journal in Brave) Full work available at URL: https://doi.org/10.1080/02522667.2006.10699683
zbMATH Keywords
dynamic programmingtransaction costsblock tradingexecution costs
Mathematics Subject Classification ID
Trade models (91B60) Actuarial science and mathematical finance (91G99)
Cites Work