Simultaneous trading in 'lit' and dark pools
Year of publication: |
December 2016
|
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Authors: | Crisafi, M. Alessandra ; Macrina, Andrea |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 19.2016, 8, p. 1-33
|
Subject: | Stochastic control | optimal trading strategies | Hamilton-Jacobi-Bellman equation | viscosity solutions | limit order book | market impact | dark pools | Theorie | Theory | Wertpapierhandel | Securities trading | Marktliquidität | Market liquidity | Elektronisches Handelssystem | Electronic trading |
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