Approximation and comparison of the empirical liquidity cost function for various futures contracts (Q6117560)
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scientific article; zbMATH DE number 7821155
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximation and comparison of the empirical liquidity cost function for various futures contracts |
scientific article; zbMATH DE number 7821155 |
Statements
Approximation and comparison of the empirical liquidity cost function for various futures contracts (English)
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20 March 2024
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cost of liquidity
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limit order book
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futures contracts
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initial margin
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optimal execution
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