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Issues concerning block trading and transaction costs - MaRDI portal

Issues concerning block trading and transaction costs

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Publication:3429060

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DOI10.1080/02522667.2006.10699683zbMath1191.91049OpenAlexW2118655915MaRDI QIDQ3429060

Mehrdad Tamiz, R. E. Treloar

Publication date: 30 March 2007

Published in: Journal of Information and Optimization Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02522667.2006.10699683

zbMATH Keywords

dynamic programming transaction costs block trading execution costs

Mathematics Subject Classification ID

Trade models (91B60) Actuarial science and mathematical finance (91G99)

Cites Work

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