"Competitive algorithms for VWAP and limit order trading."

Sham M. Kakade et al. (2004)

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DOI: 10.1145/988772.988801

access: closed

type: Conference or Workshop Paper

metadata version: 2023-03-21

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Sham M. Kakade, Michael J. Kearns, Yishay Mansour, Luis E. Ortiz:
Competitive algorithms for VWAP and limit order trading. EC 2004: 189-198

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