Mechanics of good trade execution in the framework of linear temporary market impact
Year of publication: |
2021
|
---|---|
Authors: | Bellani, Claudio ; Brigo, Damiano |
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 |
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