A closed-form execution strategy to target volume weighted average price (Q2832615)
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scientific article; zbMATH DE number 6652404
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A closed-form execution strategy to target volume weighted average price |
scientific article; zbMATH DE number 6652404 |
Statements
11 November 2016
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VWAP
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POV
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TWAP
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algorithmic trading
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high-frequency trading
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acquisition
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liquidation
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A closed-form execution strategy to target volume weighted average price (English)
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