A simulation and test of OptiMark's electronic matching algorithm and its simple variations for institutional block trading

C Gerber, JE (Jeffrey) Teich, H Wallenius, J Wallenius

Research output: Contribution to journalArticleAcademicpeer-review

4 Citations (Scopus)
Original languageUndefined/Unknown
Pages (from-to)235-245
Number of pages11
JournalDecision Support Systems
Issue number3
Publication statusPublished - 2004

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