Zobrazeno 1 - 3
of 3
pro vyhledávání: '"Iceberg versus Limit Order"'
Autor:
Cebiroğlu, Gökhan, Horst, Ulrich
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_______133::d0d6758740d56de92bb0b2d600affa4f
http://edoc.hu-berlin.de/18452/4997
http://edoc.hu-berlin.de/18452/4997
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
Autor:
Cebiroğlu, Gökhan, Horst, Ulrich
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______1687::545b92cd584ddcd95019f273168ce9aa
https://hdl.handle.net/10419/56641
https://hdl.handle.net/10419/56641