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"A simulation and test of OptiMark's electronic matching algorithm and its ..."

Christian Gerber et al. (2004)

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DOI: 10.1016/S0167-9236(02)00146-X

access: closed

type: Journal Article

metadata version: 2020-02-20

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Christian Gerber, Jeffrey E. Teich, Hannele Wallenius, Jyrki Wallenius:
A simulation and test of OptiMark's electronic matching algorithm and its simple variations for institutional block trading. Decis. Support Syst. 36(3): 235-245 (2004)

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