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Mechanics of good trade execution in the framework of linear temporary market impact - MaRDI portal

Mechanics of good trade execution in the framework of linear temporary market impact (Q5014181)

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scientific article; zbMATH DE number 7436781
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Mechanics of good trade execution in the framework of linear temporary market impact
scientific article; zbMATH DE number 7436781

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    Mechanics of good trade execution in the framework of linear temporary market impact (English)
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    1 December 2021
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    quantitative trading strategies
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    market microstructure
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    quantitative finance
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    quantitative finance techniques
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