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Antje Fruth

Identifiers

  • name variant Antje Fruth 0.60 · backfill

Papers (3)

  1. Optimal Order Scheduling for Deterministic Liquidity Patterns q-fin.TR · 2013 · author #2
  2. Optimal trade execution and price manipulation in order books with time-varying liquidity q-fin.TR · 2011 · author #1
  3. Optimal execution strategies in limit order books with general shape functions q-fin.TR · 2007 · author #2

Mentions

  • 1310.3077 #2 · backfill · confidence 0.70 Antje Fruth
  • 1109.2631 #1 · backfill · confidence 0.70 Antje Fruth
  • 0708.1756 #2 · backfill · confidence 0.70 Antje Fruth

Frequent Coauthors