Execution and block trade pricing with optimal constant rate of participation
Year of publication: |
2014
|
---|---|
Authors: | Guéant, Olivier |
Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 4.2014, 4, p. 255-264
|
Subject: | Optimal Execution | Optimal Liquidation | High-Frequency Trading | Theorie | Theory | Wertpapierhandel | Securities trading | Elektronisches Handelssystem | Electronic trading | Portfolio-Management | Portfolio selection | Führungskräfte | Managers | Anlageverhalten | Behavioural finance |
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