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

Research output: Contribution to journalArticleScientificpeer-review

Researchers

Research units

  • IBM Germany
  • Erasmus University Rotterdam
  • New Mexico State University

Details

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

ID: 3614393