Optimal execution with stochastic delay
Year of publication: |
2023
|
---|---|
Authors: | Cartea, Álvaro ; Sánchez-Betancourt, Leandro |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 1432-1122, ZDB-ID 1467022-7. - Vol. 27.2023, 1, p. 1-47
|
Subject: | Algorithmic trading | High-frequency trading | Latency | Stochastic delay | Stochastischer Prozess | Stochastic process | Theorie | Theory | Elektronisches Handelssystem | Electronic trading |
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