Optimal order execution using hidden orders
Author:
Publisher
Elsevier BV
Subject
Applied Mathematics,Control and Optimization,Economics and Econometrics
Reference23 articles.
1. Liquidation in limit order books with controlled intensity;Bayraktar;Math. Finance,2014
2. Optimal control of execution costs;Bertsimas;J. Financ. Mark.,1998
3. Hidden liquidity: an analysis of order exposure strategies in electronic stock markets;Bessembinder;J. Financ. Econ.,2009
4. Hidden liquidity: Some new light on dark trading;Bloomfield;J. Finance,2015
5. Hidden and displayed liquidity in securities markets with informed liquidity providers;Boulatov;Rev. Financ. Stud.,2013
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