Optimal Liquidation of Child Limit Orders
Autor: | Yam, S. C. P., Zhou, W. |
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Zdroj: | Mathematics of Operations Research, 2017 May 01. 42(2), 517-545. |
Databáze: | JSTOR Journals |
Externí odkaz: |
Autor: | Yam, S. C. P., Zhou, W. |
---|---|
Zdroj: | Mathematics of Operations Research, 2017 May 01. 42(2), 517-545. |
Databáze: | JSTOR Journals |
Externí odkaz: |