Optimal trade execution: A mean quadratic variation approach
| Autor: | Forsyth, P.A. a, ⁎, Kennedy, J.S. b, Tse, S.T. a, Windcliff, H. b |
|---|---|
| Zdroj: | In Journal of Economic Dynamics and Control December 2012 36(12):1971-1991 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
|
Full Text from ScienceDirect