Optimal trade execution: A mean quadratic variation approach
| Year of publication: |
2012
|
|---|---|
| Authors: | Forsyth, P.A. ; Kennedy, J.S. ; Tse, S.T. ; Windcliff, H. |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 7174093. - Vol. 36.2012, 12, p. 1971-1992
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