Optimal execution strategies in limit order books with general shape functions

标题
Optimal execution strategies in limit order books with general shape functions
作者
关键词
-
出版物
QUANTITATIVE FINANCE
Volume 10, Issue 2, Pages 143-157
出版商
Informa UK Limited
发表日期
2009-06-27
DOI
10.1080/14697680802595700

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