Càdlàg semimartingale strategies for optimal trade execution in stochastic order book models
Crossref DOI link: https://doi.org/10.1007/s00780-021-00464-5
Published Online: 2021-09-21
Published Print: 2021-10
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Ackermann, Julia
Kruse, Thomas
Urusov, Mikhail
Text and Data Mining valid from 2021-09-21
Version of Record valid from 2021-09-21
Article History
Received: 17 July 2020
Accepted: 8 July 2021
First Online: 21 September 2021