Open AccessGeneralized optimal liquidation problems across multiple trading venues
Author(s) -
Qingqing Yang,
Wai-Ki Ching,
Jia-Wen Gu,
Tak Kuen Siu
Publication year - 2021
Publication title -
journal of industrial and management optimization
Language(s) - Uncategorized
Resource type - Journals
SCImago Journal Rank - 0.325
H-Index - 32
eISSN - 1553-166X
pISSN - 1547-5816
DOI - 10.3934/jimo.2021109
Subject(s) - market liquidity , volatility (finance) , security market , computer science , trading strategy , market impact , econometrics , financial economics , business , economics , market microstructure , order (exchange) , finance
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