Flexible VWAP executions in electronic trading

Lecture Notes in Business Information Processing

Volumn 4 LNBIP, Issue , 2008, Pages 1-14

  Gomber, Peter ^a   Lutat, Marco ^a   Wranik, Adrian ^a  

^a GOETHE UNIVERSITY   (Germany)

Author keywords

Crossing; Electronic trading; VWAP

Indexed keywords

BENCHMARKING; ELECTRONIC COMMERCE; INVESTMENTS;

CROSSING; ELECTRONIC SYSTEMS; ELECTRONIC TRADING; VOLUME-WEIGHTED AVERAGES; VWAP;

CROSSINGS (PIPE AND CABLE);

EID: 70350041759     PISSN: 18651348     EISSN: None     Source Type: Book Series    
DOI: 10.1007/978-3-540-78550-7_1     Document Type: Conference Paper

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