A model for optimal execution of atomic orders
| Year of publication: |
2010
|
|---|---|
| Authors: | Kumaresan, Miles ; Krejić, Nataša |
| Published in: |
Computational Optimization and Applications. - Springer. - Vol. 46.2010, 2, p. 369-389
|
| Publisher: |
Springer |
| Subject: | Nonlinear programming | Convex programming | Optimal execution strategy | Algorithmic trading |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008533944