Authors Costis Maglaras and Ciamac Moallemi Format Working Paper Publication Date February 15, 2011 Full Citation Maglaras, Costis and Ciamac Moallemi . A multiclass model of limit order book dynamics and its application to optimal trade execution. February 15, 2011.
Full Citation Maglaras, Costis and Ciamac Moallemi . A multiclass model of limit order book dynamics and its application to optimal trade execution. February 15, 2011.