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~isPartOf:"Applied mathematical finance"
~isPartOf:"The financial review : the official publication of the Eastern Finance Association"
~person:"Hendershott, Terrence"
~person:"Huang, Xuancheng"
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Applied mathematical finance
The financial review : the official publication of the Eastern Finance Association
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Mean-field game strategies for optimal execution
Huang, Xuancheng
;
Jaimungal, Sebastian
;
Nourian, Mojtaba
- In:
Applied mathematical finance
26
(
2019
)
2
,
pp. 153-185
Persistent link: https://www.econbiz.de/10012210268
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High-frequency trading and the execution costs of institutional investors
Brogaard, Jonathan
;
Hendershott, Terrence
;
Hunt, Stefan
; …
- In:
The financial review : the official publication of the …
49
(
2014
)
2
,
pp. 345-369
Persistent link: https://www.econbiz.de/10010363577
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