Dynamical models for market impact and algorithms for optimal order execution


Gatheral, Jim ; Schied, Alexander


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
Author/Publisher of the book
(only the first ones mentioned)
:
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.




+ Citation Example and Export

Gatheral, Jim ; Schied, Alexander (2013) Dynamical models for market impact and algorithms for optimal order execution. Fouque, Jean-Pierre Handbook on Systemic Risk Cambridge 579-602 [Book chapter]


+ Search Authors in

+ Page Views

Hits per month over past year

Detailed information



You have found an error? Please let us know about your desired correction here: E-Mail


Actions (login required)

Show item Show item