Incorporating order-flow into optimal execution

Mathematics and Financial Economics 2016 / 6 Vol. 10; Iss. 3

Incorporating order-flow into optimal execution

Cartea, Álvaro, Jaimungal, Sebastian
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Volume:
10
Language:
english
Journal:
Mathematics and Financial Economics
DOI:
10.1007/s11579-016-0162-z
Date:
June, 2016
File:
PDF, 950 KB
english, 2016
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