Optimal execution with stochastic delay
type: Item
instance of: scholarly article
title: Optimal execution with stochastic delay
zbMATH Open document ID: 1505.91361
author: Álvaro Cartea
author: Leandro Sánchez-Betancourt
published in: Finance and Stochastics
publication date: 2022-12-28T00:00:00Z
Mathematics Subject Classification ID: 91G15
Mathematics Subject Classification ID: 93E20
zbMATH DE Number: 7637397
zbMATH Keywords: algorithmic trading
zbMATH Keywords: high-frequency trading
zbMATH Keywords: stochastic delay
zbMATH Keywords: latency
MaRDI profile type: Publication
full work available at URL: s00780-022-00491-w
OpenAlex ID: W4312106760
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DOI: 10.1007/S00780-022-00491-W
description: scientific article; zbMATH DE number 7637397