A Simulation and Test of Optimark's Electronic Matching Algorithm and its Simple Variations for Institutional Block Trading

C. Gerber, J. Teich, H. Wallenius, J. Wallenius

Research output: Contribution to journalArticleScientificpeer-review

4 Citations (Scopus)
Original languageEnglish
Pages (from-to)235-245
Number of pages11
JournalDecision Support Systems
Volume36
Issue number3
DOIs
Publication statusPublished - Jan 2004
MoE publication typeA1 Journal article-refereed

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