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"Optimal trade execution of equities in a limit order market."

Richard Coggins, Adam Blazejewski, Michael Aitken (2003)

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DOI: 10.1109/CIFER.2003.1196284

access: closed

type: Conference or Workshop Paper

metadata version: 2018-11-02

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  dblp key:
  - conf/cifer/CogginsBA03
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Richard Coggins, Adam Blazejewski, Michael Aitken:
Optimal trade execution of equities in a limit order market. CIFEr 2003

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