Optimal liquidation in dark pools

Quantitative Finance

Volumn 14, Issue 9, 2014, Pages 1519-1539

  Kratz, Peter ^a   Schöneborn, Torsten ^b  

^a AIX MARSEILLE UNIVERSITÉ   (France)

^b DEUTSCHE BANK AG   (Germany)

Author keywords

Dark pools; Illiquid markets; Market microstructure; Optimal liquidation; Pinging

Indexed keywords

EID: 84906048546     PISSN: 14697688     EISSN: 14697696     Source Type: Journal    
DOI: 10.1080/14697688.2014.917434     Document Type: Article

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