Optimal execution in a multiplayer model of transient price impact
Year of publication: |
2017
|
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Authors: | Strehle, Elias |
Published in: |
Market microstructure and liquidity. - New Jersey : World Scientific, ISSN 2382-6266, ZDB-ID 2880405-3. - Vol. 3.2017, 3/4, p. 1-26
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Subject: | Optimal execution | order anticipation strategies | high frequency trading | Fredholm integral equations | transient price impact | Theorie | Theory | Börsenkurs | Share price | Wertpapierhandel | Securities trading | Elektronisches Handelssystem | Electronic trading |
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