Incorporating order-flow into optimal execution
Crossref DOI link: https://doi.org/10.1007/s11579-016-0162-z
Published Online: 2016-02-18
Published Print: 2016-06
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Cartea, Álvaro
Jaimungal, Sebastian
Text and Data Mining valid from 2016-02-18