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
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.

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