Optimal trading of algorithmic orders in a liquidity fragmented market place
Miles Kumaresan; Nataša Krejić
| Year of publication: |
2015
|
|---|---|
| Authors: | Kumaresan, Miles ; Krejić, Nataša |
| Published in: |
Annals of operations research ; 229. - New York, NY : Springer. - 2015, p. 521-540
|
| Subject: | Theorie | Theory | Wertpapierhandel | Securities trading | Marktmikrostruktur | Market microstructure | Liquidität | Liquidity | Marktliquidität | Market liquidity | Mathematische Optimierung | Mathematical programming | Algorithmus | Algorithm | Elektronisches Handelssystem | Electronic trading |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011284394