Antje Fruth

Technical University Berlin

Straße des 17

Berlin, 10623

Germany

http://www.math.tu-berlin.de/~fruth

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SCHOLARLY PAPERS

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Scholarly Papers (2)

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1.

Optimal Execution Strategies in Limit Order Books with General Shape Functions

Number of pages: 29 Posted: 20 Nov 2009

Aurélien Alfonsi, Antje Fruth and Alexander Schied

Université Paris Est - CERMICS, Technical University Berlin and University of Waterloo

Downloads 879 (57,705)

Citation 49

Abstract:

2.

Optimal Trade Execution and Price Manipulation in Order Books with Time-Varying Liquidity

Number of pages: 40 Posted: 12 Sep 2011 Last Revised: 09 Dec 2015

Antje Fruth, Torsten Schoeneborn and Mikhail Urusov

Technical University Berlin, AHL (Man Investments) and Ulm University - Department of Mathematics and Economics

Downloads 364 (172,743)

Citation 10

Abstract:

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