Optimal Trade Execution Under Endogenous Order Flow.

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Bibliographic Details
Title: Optimal Trade Execution Under Endogenous Order Flow.
Authors: Chen, Ying1 (AUTHOR) matcheny@nus.edu.sg, Horst, Ulrich2 (AUTHOR) horst@math.hu-berlin.de, Tran, Hoang Hai3 (AUTHOR) e0045275@u.nus.edu
Source: Operations Research. Jan/Feb2026, Vol. 74 Issue 1, p72-92. 21p.
Database: Business Source Ultimate
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