Effect of volatility fluctuations on optimal execution schedules
Year of publication: |
2014
|
---|---|
Authors: | Criscuolo, Adriana M. ; Waelbroeck, Henri |
Published in: |
The journal of trading. - New York, NY : Institutional Investor, ISSN 1559-3967, ZDB-ID 2238380-3. - Vol. 9.2014, 4, p. 82-90
|
Subject: | Volatilität | Volatility | Theorie | Theory | Scheduling-Verfahren | Scheduling problem |
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