Optimal execution strategies in limit order books with general shape functions

DOI:	https://doi.org/10.1080/14697680802595700
URL:	https://www.tandfonline.com/doi/full/10.1080/14697...
Document Type:	Article
Year of publication:	2010
The title of a journal, publication series:	Quantitative Finance
Volume:	10
Issue number:	2
Page range:	143-157
Place of publication:	London [u.a.]
Publishing house:	Routledge, Taylor & Francis
ISSN:	1469-7688 , 1469-7696
Publication language:	English
Institution:	School of Business Informatics and Mathematics > Wirtschaftsmathematik I (Schied)
Subject:	510 Mathematics

Dieser Eintrag ist Teil der Universitätsbibliographie.

BASE: Alfonsi, Aurélien ; Fruth, Antje ; Schied, Alexander

Google Scholar: Alfonsi, Aurélien ; Fruth, Antje ; Schied, Alexander

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