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Optimal placement in a limit order book: an analytical approach
Authors
A Alfonsi
A Alfonsi
+38 more
A Schied
A Schied
AA Obizhaeva
Adrien de Larrard
B Bouchard
C Moha
C-A Lehalle
D Bertsimas
E Bayraktar
E Renshaw
F Chen
F Guilbaud
IA Ibragimov
J Gatheral
J Gillis
LA Veraart
M Avellaneda
M Rosenblatt
O Guéant
P Cheridito
P Kratz
PA Forsyth
R Almgren
R Almgren
R Almgren
R Cont
RC Bradley
RF Almgren
S Goldstein
S Predoiu
S Redner
T Ho
X Guo
Xin Guo
Zhao Ruan
Á Cartea
Á Cartea
Á Cartea
Publication date
Publisher
'Springer Science and Business Media LLC'
Doi
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Abstract
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info:doi/10.1007%2Fs11579-016-...
Last time updated on 07/11/2020
