Optimal execution with limit and market orders
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Publication:4619495
DOI10.1080/14697688.2015.1032543zbMath1406.91403OpenAlexW3124439958MaRDI QIDQ4619495
Sebastian Jaimungal, Álvaro Cartea
Publication date: 6 February 2019
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/14697688.2015.1032543
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- Optimal high-frequency trading with limit and market orders
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