4. Economy
  5. Quantitative Finance
  6. Trading and Market Microstructure

Antje Fruth

Economy – Quantitative Finance – Trading and Market Microstructure

Scientist

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Scientist

Optimal execution strategies in limit order books with general shape functions

Economy – Quantitative Finance – Trading and Market Microstructure
Scientific paper

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Optimal trade execution and price manipulation in order books with time-varying liquidity

Economy – Quantitative Finance – Trading and Market Microstructure
Scientific paper

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Profile ID: LFWR-SCP-P-54623

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