Adaptive Arrival Price Robert Almgren∗ and Julian Lorenz∗∗ April 27, 2006 Abstract Electronic trading of equities and other securities makes heavy use

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Date: 2006-09-09 11:43:24 Financial economics Statistics Technical analysis Volatility Algorithmic trading Trading strategy Variance Implementation shortfall Variance swap Mathematical finance Financial markets Finance		Adaptive Arrival Price Robert Almgren∗ and Julian Lorenz∗∗ April 27, 2006 Abstract Electronic trading of equities and other securities makes heavy use Add to Reading List Source URL: www.cims.nyu.edu Download Document from Source Website File Size: 184,75 KB Share Document on Facebook

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