Price manipulation in a market impact model with dark pool (Q5373912)
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scientific article; zbMATH DE number 6856772
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Price manipulation in a market impact model with dark pool |
scientific article; zbMATH DE number 6856772 |
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Price manipulation in a market impact model with dark pool (English)
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6 April 2018
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price manipulation
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transaction-triggered price manipulation
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nonnegative expected liquidation costs
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dark pool
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market impact model
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optimal trade execution
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optimal liquidation
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