Execution and block trade pricing with optimal constant rate of participation
Olivier Guéant
| Year of publication: |
2014
|
|---|---|
| Authors: | Guéant, Olivier |
| Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 4.2014, 4, p. 255-264
|
| Subject: | Optimal Execution | Optimal Liquidation | High-Frequency Trading | Theorie | Theory | Wertpapierhandel | Securities trading | Elektronisches Handelssystem | Electronic trading | Portfolio-Management | Portfolio selection | Führungskräfte | Managers | Anlageverhalten | Behavioural finance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011312420