Optimal execution strategies in limit order books with general shape functions

DOI10.1080/14697680802595700zbMath1185.91199arXiv0708.1756OpenAlexW3121394145MaRDI QIDQ5190130

Could not fetch data.

Publication date: 12 March 2010

Published in: (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0708.1756

zbMATH Keywords

Could not fetch data.

Mathematics Subject Classification ID

Could not fetch data.