Mechanics of good trade execution in the framework of linear temporary market impact (2020)
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1080/14697688.2020.1814395
Publication URI: http://dx.doi.org/10.1080/14697688.2020.1814395
Type: Journal Article/Review
Parent Publication: Quantitative Finance
Issue: 1
ISSN: 14697696 14697688