Last active
April 28, 2024 15:10
-
-
Save sebjai/5d119118295f3619b8e2f1a1bb4e01b6 to your computer and use it in GitHub Desktop.
Implementation of optimal execution using limit and market orders from Chap 8.5 of Algorithmic and High-Frequency Trading by Cartea, Jaimungal, & Penalva (2015) Cambridge University Press
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment