Optimal Execution in a General One-Sided Limit-Order Book - One-sided limit - Document - PDFSEARCH.IO

First Page	Meta Content
	Optimal Execution in a General One-Sided Limit-Order Book Add to Reading List Document Date: 2010-06-24 09:37:38 Open Document File Size: 1,24 MB Share Result on Facebook Organization General One-Sided Limit-Order Book Gennady Shaikhet Department of Mathematical Sciences Carnegie Mellon University Joint / / Person Steven E. Shreve / / SocialTag Martingale theory Stock market Entertainment Game theory Martingale Order Statistics Stochastic processes Gaming

Optimal Execution in a General One-Sided Limit-Order BookAdd to Reading List