| Title | Optimal Execution with Dynamic Order Flow Imbalance |
| Publication Type | Journal Article |
| Year of Publication | 2015 |
| Authors | Bechler K, Ludkovski M |
| Journal | SIAM JOURNAL ON FINANCIAL MATHEMATICS |
| Volume | 6 |
| Pagination | 1123-1151 |
| Title | Optimal Execution with Dynamic Order Flow Imbalance |
| Publication Type | Journal Article |
| Year of Publication | 2015 |
| Authors | Bechler K, Ludkovski M |
| Journal | SIAM JOURNAL ON FINANCIAL MATHEMATICS |
| Volume | 6 |
| Pagination | 1123-1151 |