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Optimal execution with deterministically time varying liquidity: well posedness and price manipulation

Fuente: arXiv

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Détails bibliographiques
Auteurs principaux:	Palmari, Gianluca, Lillo, Fabrizio, Eisler, Zoltan
Format:	Preprint
Publié:	2024
Sujets:	Optimization and Control Trading and Market Microstructure 91G80
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

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