Dynamical models for market impact and algorithms for optimal order execution

DOI:	https://doi.org/10.2139/ssrn.2034178
Document Type:	Book chapter
Year of publication:	2013
Book title:	Handbook on Systemic Risk
Page range:	579-602
Publisher:	Fouque, Jean-Pierre
Place of publication:	Cambridge
Publishing house:	Cambridge Univ. Press
ISBN:	978-1-107-02343-7
Publication language:	English
Institution:	School of Business Informatics and Mathematics > Wirtschaftsmathematik I (Schied)
Subject:	510 Mathematics

Dieser Eintrag ist Teil der Universitätsbibliographie.

BASE: Gatheral, Jim ; Schied, Alexander

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