Optimal execution strategies in limit order books with general shape functions (Q5190130)
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scientific article; zbMATH DE number 5681139
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal execution strategies in limit order books with general shape functions |
scientific article; zbMATH DE number 5681139 |
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Optimal execution strategies in limit order books with general shape functions (English)
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12 March 2010
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liquidity risk
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optimal portfolio liquidation
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block trade execution
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limit order book
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market impact model
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market order
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