The following pages link to Antje Fruth (Q2927945):
Displaying 5 items.
- OPTIMAL TRADE EXECUTION AND PRICE MANIPULATION IN ORDER BOOKS WITH TIME-VARYING LIQUIDITY (Q2927946) (← links)
- Optimal Order Scheduling for Deterministic Liquidity Patterns (Q2940756) (← links)
- (Q3534743) (← links)
- Optimal execution strategies in limit order books with general shape functions (Q5190130) (← links)
- Optimal trade execution in order books with stochastic liquidity (Q5377182) (← links)
