Optimal order execution using hidden orders (Q1624483)
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scientific article; zbMATH DE number 6980204
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal order execution using hidden orders |
scientific article; zbMATH DE number 6980204 |
Statements
Optimal order execution using hidden orders (English)
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16 November 2018
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hidden order
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order execution
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limit order market
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dynamic programming
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