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Optimal execution with stochastic delay - MaRDI portal

Optimal execution with stochastic delay (Q2111242)

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scientific article; zbMATH DE number 7637397
Language Label Description Also known as
English
Optimal execution with stochastic delay
scientific article; zbMATH DE number 7637397

    Statements

    title
    Optimal execution with stochastic delay (English)
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    publication date
    28 December 2022
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    zbMATH Keywords
    algorithmic trading
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    high-frequency trading
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    stochastic delay
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    latency
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    cites work
    Q5263525
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    Identifiers

    zbMATH DE Number
    7637397
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    OpenAlex ID
    W4312106760
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