Multi-stage Optimal Exposure Problem
Invited conference paper presented and published in conference proceedings


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All Author(s) ListCHEN Yuanyuan, LI Duan, GAO Xuefeng
Name of ConferenceINFORMS Annual Meeting
Start Date of Conference10/11/2014
Country/Region of ConferenceUnited States of America
Proceedings TitleINFORMS Annual Meeting
Year2014
Month11
Day10
Place of PublicationUnited States of America, San Francisco
LanguagesEnglish-United Kingdom
Keywordslimit order book; hidden order; optimal liquidation

Last updated on 2024-29-05 at 08:55