Optimal Execution in a General One-Sided Limit-Order Book

✍ Scribed by Predoiu, Silviu; Shaikhet, Gennady; Shreve, Steven

• Book ID: 118203668
• Publisher: Society for Industrial and Applied Mathematics
• Year: 2011
• Tongue: English
• Weight: 849 KB
• Volume: 2
• Category: Article
• ISSN: 1945-497X
• DOI: 10.1137/10078534x