Smart TWAP Trading in Continuous-Time Equilibria
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Publisher
Elsevier BV
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Cited by 3 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Mean‐field games with differing beliefs for algorithmic trading;Mathematical Finance;2020-02-25
2. Large Orders in Small Markets: On Optimal Execution with Endogenous Liquidity Supply;SSRN Electronic Journal;2019
3. Information and Trading Targets in a Dynamic Market Equilibrium;SSRN Electronic Journal;2015
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