Competitive algorithms for VWAP and limit order trading

Sham Kakade, Michael J. Kearns, Yishay Mansour, Luis E. Ortiz. Competitive algorithms for VWAP and limit order trading. In Jack S. Breese, Joan Feigenbaum, Margo I. Seltzer, editors, Proceedings 5th ACM Conference on Electronic Commerce (EC-2004), New York, NY, USA, May 17-20, 2004. pages 189-198, ACM, 2004. [doi]

References

No references recorded for this publication.

Cited by

No citations of this publication recorded.