Optimal starting times, stopping times and risk measures for algorithmic trading
Year of publication: |
2012-05-18
|
---|---|
Authors: | Labadie, Mauricio ; Lehalle, Charles-Albert |
Institutions: | HAL |
Subject: | Quantitative Finance | High-Frequency Trading | Algorithmic Trading | Optimal Execution | Market Impact | Risk Measures | Self-similar Processes | Fractal Processes |
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