Author:
Cont Rama,Micheli Alessandro,Neuman Eyal
Subject
General Earth and Planetary Sciences,General Environmental Science
Reference31 articles.
1. A Theory of Intraday Patterns: Volume and Price Variability;A R Admati;The Review of Financial Studies,2015
2. Optimal execution of portfolio transactions;R Almgren;Journal of Risk,2000
3. The Numerical Solution of Integral Equations of the Second Kind;K E Atkinson;Cambridge Monographs on Applied and Computational Mathematics,1997
4. Episodic liquidity crises: cooperative and predatory trading;B I Carlin;Journal of Finance,2007
5. Incorporating order-flow into optimal execution;� Cartea;Mathematics and Financial Economics,2016