Optimal execution in illiquid market with the absence of price manipulation
Seiya Kuno; Masamitsu Ohnishi
| Year of publication: |
2015
|
|---|---|
| Authors: | Kuno, Seiya ; Ohnishi, Masamitsu |
| Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 5.2015, 1, p. 1-14
|
| Subject: | Optimal Execution | Price Manipulation | Algorithmic Trading | Theorie | Theory | Wertpapierhandel | Securities trading | Manipulation | Elektronisches Handelssystem | Electronic trading | Börsenkurs | Share price |
| 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/10011398566