PORTFOLIO LIQUIDATION IN DARK POOLS IN CONTINUOUS TIME.
- Published in:
- Mathematical Finance, 2015, v. 25, n. 3, p. 496, doi. 10.1111/mafi.12037
- By:
- Publication type:
- Article
Works matching IS 09601627 AND DT 2015 AND VI 25 AND IP 3
Results: 6
1
2
GENERAL INTENSITY SHAPES IN OPTIMAL LIQUIDATION.
- Published in:
- Mathematical Finance, 2015, v. 25, n. 3, p. 457, doi. 10.1111/mafi.12052
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- Publication type:
- Article
3
RISK METRICS AND FINE TUNING OF HIGH-FREQUENCY TRADING STRATEGIES.
- Published in:
- Mathematical Finance, 2015, v. 25, n. 3, p. 576, doi. 10.1111/mafi.12023
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- Publication type:
- Article
4
OPTIMAL HIGH-FREQUENCY TRADING IN A PRO RATA MICROSTRUCTURE WITH PREDICTIVE INFORMATION.
- Published in:
- Mathematical Finance, 2015, v. 25, n. 3, p. 545, doi. 10.1111/mafi.12042
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- Publication type:
- Article
5
OPTIMAL EXECUTION HORIZON.
- Published in:
- Mathematical Finance, 2015, v. 25, n. 3, p. 640, doi. 10.1111/mafi.12045
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- Publication type:
- Article
6
OPTIMAL EXECUTION OF A VWAP ORDER: A STOCHASTIC CONTROL APPROACH.
- Published in:
- Mathematical Finance, 2015, v. 25, n. 3, p. 612, doi. 10.1111/mafi.12048
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- Publication type:
- Article