DOI10.1287/opre.2023.2454OpenAlexW4367188984MaRDI QIDQ6195054
Steven Kou, Ningyuan Chen, Pin Gao
Publication date: 12 March 2024 Published in: Operations Research (Search for Journal in Brave) Full work available at URL: https://doi.org/10.1287/opre.2023.2454
zbMATH Keywords
dynamic programmingequilibriummarket microstructuremodel-freeorder execution
Mathematics Subject Classification ID
Mathematical programming (90Cxx)
