Lecture Notes in Economics and Mathematical Systems - Strategic Trading in Illiquid Markets
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Optimal Liquidation Strategies

Lecture Notes in Economics and Mathematical Systems - Strategic Trading in Illiquid Markets ◽

10.1007/3-540-26315-2_3 ◽

2006 ◽

pp. 47-78 ◽

Cited By ~ 1

Keyword(s):

Optimal Liquidation

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The Navigation of an Iceberg: The Optimal Use of Hidden Orders

Lecture Notes in Economics and Mathematical Systems - Strategic Trading in Illiquid Markets ◽

10.1007/3-540-26315-2_4 ◽

2006 ◽

pp. 79-116

Keyword(s):

Hidden Orders

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Introduction

Lecture Notes in Economics and Mathematical Systems - Strategic Trading in Illiquid Markets ◽

10.1007/3-540-26315-2_1 ◽

2006 ◽

pp. 1-8

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Modeling Feedback Effects with Stochastic Liquidity

Lecture Notes in Economics and Mathematical Systems - Strategic Trading in Illiquid Markets ◽

10.1007/3-540-26315-2_2 ◽

2006 ◽

pp. 9-46

Keyword(s):

Feedback Effects

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