Optimal trade execution and price manipulation in order books with time-varying liquidity (Q2927946)
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scientific article; zbMATH DE number 6365989
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal trade execution and price manipulation in order books with time-varying liquidity |
scientific article; zbMATH DE number 6365989 |
Statements
5 November 2014
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market impact model
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optimal order execution
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limit order book
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resilience
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time-varying liquidity
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price manipulation
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transaction-triggered price manipulation
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0.96630627
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0.9464442
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0.9345977
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0.93374443
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0.90970385
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0.90201426
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0.89779806
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0.88912225
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0.8863425
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Optimal trade execution and price manipulation in order books with time-varying liquidity (English)
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