Optimal order execution using hidden orders
type: Item
instance of: scholarly article
title: Optimal order execution using hidden orders
zbMATH Open document ID: 1402.91941
author: Y. Aharonov
publication date: 2018-11-16T00:00:00Z
Mathematics Subject Classification ID: 91G80
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 90C39
zbMATH DE Number: 6980204
zbMATH Keywords: hidden order
zbMATH Keywords: order execution
zbMATH Keywords: limit order market
zbMATH Keywords: dynamic programming
MaRDI profile type: Publication
full work available at URL: j.jedc.2018.07.006
OpenAlex ID: W2887187535
Wikidata QID: Q57445387
cites work: Liquidation in limit order books with controlled intensity
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DOI: 10.1016/J.JEDC.2018.07.006
published in: Journal of Economic Dynamics and Control
description: scientific article; zbMATH DE number 6980204