Primary Article
Adaptive Arrival Price
Robert Almgren and Julian Lorenz
Trading Spring 2007, 2007 (1) 59-66
Robert Almgren
A managing director and Head of Quantitative Strategies in Electronic Trading Services LLC at Banc of America Securities in NewYork, NY.
Julian Lorenz
A doctoral student in the Institute of Theoretical Computer Science, ETH Zürich in Switzerland.
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Algorithmic Trading III: Precision, Control, Execution - 2007
Vol. 2007, Issue 1
Spring 2007
Adaptive Arrival Price
Robert Almgren, Julian Lorenz
Trading Mar 2007, 2007 (1) 59-66;
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