Optimal Split of Orders Across Liquidity Pools: A Stochastic Algorithm Approach

✍ Scribed by Laruelle, Sophie; Lehalle, Charles-Albert; Pages, Gilles

• Book ID: 115451665
• Publisher: Society for Industrial and Applied Mathematics
• Year: 2011
• Tongue: English
• Weight: 994 KB
• Volume: 2
• Category: Article
• ISSN: 1945-497X
• DOI: 10.1137/090780596