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

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@article{417bbb0d472f4129a0068c7200d668ca,

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

author = "C. Gerber and J. Teich and H. Wallenius and J. Wallenius",

year = "2004",

month = jan,

doi = "10.1016/S0167-9236(02)00146-X",

language = "English",

volume = "36",

pages = "235--245",

journal = "Decision Support Systems",

issn = "0167-9236",

publisher = "Elsevier",

number = "3",

}

TY - JOUR

T1 - A Simulation and Test of Optimark's Electronic Matching Algorithm and its Simple Variations for Institutional Block Trading

AU - Gerber, C.

AU - Teich, J.

AU - Wallenius, H.

AU - Wallenius, J.

PY - 2004/1

Y1 - 2004/1

U2 - 10.1016/S0167-9236(02)00146-X

DO - 10.1016/S0167-9236(02)00146-X

M3 - Article

VL - 36

SP - 235

EP - 245

JO - Decision Support Systems

JF - Decision Support Systems

SN - 0167-9236

IS - 3

ER -