Optimal sell order submission strategy for informed traders: limit orders or market orders? | |
You, Zuo-Wei; Liu, Shan-Cun; Zhang, Qiang; Yang, Bao-Sen | |
2016 | |
会议名称 | PROCEEDINGS OF THE 28TH CHINESE CONTROL AND DECISION CONFERENCE (2016 CCDC) |
会议日期 | 2016-01-01 |
关键词 | limit orders market orders informed traders optimal strategy Brownian bridge |
页码 | 4932-4937 |
收录类别 | EI ; CPCI-S |
URL标识 | 查看原文 |
WOS记录号 | WOS:000383222305034 |
内容类型 | 会议论文 |
URI标识 | http://www.corc.org.cn/handle/1471x/5953737 |
专题 | 北京航空航天大学 |
推荐引用方式 GB/T 7714 | You, Zuo-Wei,Liu, Shan-Cun,Zhang, Qiang,et al. Optimal sell order submission strategy for informed traders: limit orders or market orders?[C]. 见:PROCEEDINGS OF THE 28TH CHINESE CONTROL AND DECISION CONFERENCE (2016 CCDC). 2016-01-01. |
个性服务 |
查看访问统计 |
相关权益政策 |
暂无数据 |
收藏/分享 |
除非特别说明,本系统中所有内容都受版权保护,并保留所有权利。
修改评论