Simultaneous trading in 'lit' and dark pools
M. Alessandra Crisafi, Andrea Macrina
| 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
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| Subject: | Stochastic control | optimal trading strategies | Hamilton-Jacobi-Bellman equation | viscosity solutions | limit order book | market impact | dark pools | Theorie | Theory | Wertpapierhandel | Securities trading | Börsenkurs | Share price | Marktliquidität | Market liquidity | Marktmikrostruktur | Market microstructure | Anlageverhalten | Behavioural finance | OTC-Handel | OTC market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S0219024916500552 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011686741