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Optimal Trading with Speed-Dependent Transaction Cost Rates: A Flexible Framework.

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Bibliographic Details
Title: Optimal Trading with Speed-Dependent Transaction Cost Rates: A Flexible Framework.
Authors: Liu, Hong1 (AUTHOR) liuh@wustl.edu, Qian, Shuaijie2 (AUTHOR) sjqian@ust.hk, Xu, Jing3 (AUTHOR) jing.xu@ruc.edu.cn
Source: Operations Research. Nov/Dec2025, Vol. 73 Issue 6, p2933-2952. 20p.
Database: Business Source Ultimate
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ISSN:0030364X
DOI:10.1287/opre.2022.0160