Optimal Trade Execution Under Endogenous Order Flow

• Ying Chen

  Corresponding Author

  Ying Chen

  [email protected]

  https://orcid.org/0000-0002-2577-7348

  Centre for Quantitative Finance, Department of Mathematics & Risk Management Institute, National University of Singapore, Singapore 119076

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  ,
• Ulrich Horst

  Ulrich Horst

  [email protected]

  https://orcid.org/0000-0001-9000-0220

  Department of Mathematics, and School of Business and Economics, Humboldt-Universität zu Berlin, 10099 Berlin, Germany

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  ,
• Hoang Hai Tran

  Hoang Hai Tran

  [email protected]

  https://orcid.org/0000-0003-0678-147X

  Department of Statistics & Applied Probability, National University of Singapore, Singapore 117546

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