Antje Fruth
Identifiers
- name variant Antje Fruth 0.60 · backfill
Papers (3)
- Optimal Order Scheduling for Deterministic Liquidity Patterns q-fin.TR · 2013 · author #2
- Optimal trade execution and price manipulation in order books with time-varying liquidity q-fin.TR · 2011 · author #1
- Optimal execution strategies in limit order books with general shape functions q-fin.TR · 2007 · author #2
Mentions
Frequent Coauthors
- Alexander Schied 1 shared papers
- Aur\'elien Alfonsi (CERMICS) 1 shared papers
- Mikhail Urusov 1 shared papers
- Peter Bank 1 shared papers
- Torsten Schoeneborn 1 shared papers