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