Reducing transaction costs with low-latency trading algorithms (Q4554514)
From MaRDI portal
scientific article; zbMATH DE number 6979542
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reducing transaction costs with low-latency trading algorithms |
scientific article; zbMATH DE number 6979542 |
Statements
Reducing transaction costs with low-latency trading algorithms (English)
0 references
14 November 2018
0 references
optimal asset liquidation
0 references
algorithmic trading
0 references
transaction costs
0 references
market microstructure
0 references
high-frequency trading
0 references
optimal stopping
0 references
trade execution latency
0 references
cost of latency
0 references
dynamic programming
0 references
