A Study on Optimal Limit Order Strategy Using Multi-Period Stochastic Programming Considering Nonexecution Risk
Crossref DOI link: https://doi.org/10.1007/978-3-030-94683-8_8
Published Online: 2022-01-12
Published Print: 2022
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Sakurai, Shumpei
Hibiki, Norio
Text and Data Mining valid from 2022-01-01
Version of Record valid from 2022-01-01
Chapter History
First Online: 12 January 2022