Please use this identifier to cite or link to this item:
|Title:||Optimal trade execution of equities in a limit order market|
|Publisher:||Institute of Electrical and Electronic Engineers|
|Citation:||Optimal trade execution of equities in a limit order market, 2003 IEEE International Conference on Computational Intelligence for Financial Engineering: Proceedings, vol.1,(),2003,pp 371-378|
|Disclaimer:||This work has been made available to the staff and students of the University of Sydney for the purposes of research and study only. It constitutes material that is held by the University for the purposes of reporting for HERDC and the ERA. This work may not be downloaded, copied and distributed to any third party .|
|Type:||E1 - Conference proceeding|
|Appears in Collections:||University of Sydney Research Outputs|
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