Optimal execution and price manipulations in time-varying limit order books
Aurélien Alfonsi & José Infante Acevedo
| Year of publication: |
2014
|
|---|---|
| Authors: | Alfonsi, Aurélien ; Infante, Arturo |
| Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 21.2014, 3/4, p. 201-237
|
| Subject: | Market impact model | optimal order execution | limit order book | market makers | price manipulation | transaction-triggered price manipulation | Wertpapierhandel | Securities trading | Theorie | Theory | Börsenkurs | Share price | Manipulation | Spekulation | Speculation | Geld-Brief-Spanne | Bid-ask spread | Börsenmakler | Stockbrokers |
| Extent: | graph. Darst. |
|---|---|
| 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://www.econbiz.de/10010499717