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pro vyhledávání: '"Gökhan Cebiroğlu"'
Autor:
Gökhan Cebiroğlu, Ulrich Horst
We develop a sequential trade model of Iceberg order execution in a limit order book. The Iceberg-trader has the freedom to expose his trading intentions or (partially) shield the true order size against other market participants. Order exposure can
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::4912f696cc40433142cbec58166b5094
http://sfb649.wiwi.hu-berlin.de/papers/pdf/SFB649DP2011-057.pdf
http://sfb649.wiwi.hu-berlin.de/papers/pdf/SFB649DP2011-057.pdf
