Optimal Execution in a General One-Sided Limit-Order Book
- 期刊名称SIAM Journal on Financial Mathematics
- 作者Predoiu, Silviu; Shaikhet, Gennady; Shreve, Steven
- 卷第2卷
- 期第1期
- 电子ISSN1945-497X
- 文件大小848.50KB
- 发表时间2011-01
- DOI10.1137/10078534x
- 页码183-212
Homoclinic Stripe PatternsDoelman, Arjen; van der Ploeg, Harmen · SIAM Journal on Applied Dynamical Systems · 2002
Spiral Waves in Nonlocal EquationsLaing, Carlo R. · SIAM Journal on Applied Dynamical Systems · 2005
Unfoldings of Singular Hopf BifurcationGuckenheimer, John; Meerkamp, Philipp · SIAM Journal on Applied Dynamical Systems · 2012
Asymptotics of a Slow ManifoldVanneste, J. · SIAM Journal on Applied Dynamical Systems · 2008
Symmetric Spiral Patterns on SpheresSigrist, Rachel; Matthews, Paul · SIAM Journal on Applied Dynamical Systems · 2011
Freezing Multipulses and MultifrontsBeyn, Wolf-Jürgen; Selle, Sabrina; Thümmler, Vera · SIAM Journal on Applied Dynamical Systems · 2008
Computation of Spiral SpectraWheeler, Paul; Barkley, Dwight · SIAM Journal on Applied Dynamical Systems · 2006
A Primer of Swarm EquilibriaBernoff, Andrew J.; Topaz, Chad M. · SIAM Journal on Applied Dynamical Systems · 2011