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 journal › Article › Academic › peer-review

4 Citations (Scopus)

Research programs

@article{983735cbbbff4b7fb8aac364ef530542,

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

author = "C Gerber and Teich, {JE (Jeffrey)} and H Wallenius and J Wallenius",

year = "2004",

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

language = "Undefined/Unknown",

volume = "36",

pages = "235--245",

journal = "Decision Support Systems",

issn = "0167-9236",

publisher = "Elsevier",

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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, JE (Jeffrey)

AU - Wallenius, H

AU - Wallenius, J

PY - 2004

Y1 - 2004

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

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

M3 - Article

SN - 0167-9236

VL - 36

SP - 235

EP - 245

JO - Decision Support Systems

JF - Decision Support Systems

IS - 3

ER -