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Incorporating order-flow into optimal execution - MaRDI portal

Incorporating order-flow into optimal execution (Q300846)

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scientific article; zbMATH DE number 6599327
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English
Incorporating order-flow into optimal execution
scientific article; zbMATH DE number 6599327

    Statements

    Incorporating order-flow into optimal execution (English)
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    29 June 2016
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    order-flow
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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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    price impact
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