Non-execution risk is the chance that a passive order is not filled by its deadline, and the cost of what must then be done. The clean-up trade is that remedy: at the deadline the unfilled remainder is cancelled and sent as a marketable order, at whatever the price has become.
Quantitative Finance · Glossaire
Qu'est-ce que « Non-execution risk, clean-up trade » ?
Aussi appelé : non-execution risk · clean-up trade