Optimal execution with limit and market orders

Optimal execution with limit and market orders

Cartea, Álvaro, Jaimungal, Sebastian
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Volume:
15
Language:
english
Journal:
Quantitative Finance
DOI:
10.1080/14697688.2015.1032543
Date:
August, 2015
File:
PDF, 682 KB
english, 2015
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