Mechanics of good trade execution in the framework of linear temporary market impact
Claudio Bellani and Damiano Brigo
| Year of publication: |
2021
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|---|---|
| Authors: | Bellani, Claudio ; Brigo, Damiano |
| Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 21.2021, 1, p. 143-163
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| Subject: | Dynamic Analysis | Market microstructure | Programming Models | Quantitative finance | Quantitative finance techniques | Quantitative trading strategies | Marktmikrostruktur | Finanzmathematik | Mathematical finance | Portfolio-Management | Portfolio selection | Finanzmarkt | Financial market | Optionspreistheorie | Option pricing theory | Finanzanalyse | Financial analysis | Wertpapierhandel | Securities trading |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2020.1814395 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012424640