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Optimal Execution: A Review - MaRDI portal

Optimal Execution: A Review (Q5879357)

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scientific article; zbMATH DE number 7657805
Language Label Description Also known as
English
Optimal Execution: A Review
scientific article; zbMATH DE number 7657805

    Statements

    title
    Optimal Execution: A Review (English)
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    author
    Ryan Donnelly
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    publication date
    28 February 2023
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    zbMATH Keywords
    algorithmic trading
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    price impact
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    stochastic optimization
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    cites work
    Q5263525
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    Q2787919
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    Q4255599
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    Identifiers

    Mathematics Subject Classification ID
    91G15
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    93E20
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    91-02
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    zbMATH DE Number
    7657805
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    OpenAlex ID
    W4313799987
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