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Optimal Execution in a General One-Sided Limit-Order Book
Predoiu, Silviu, Shaikhet, Gennady, Shreve, StevenVolume:
2
Language:
english
Journal:
SIAM Journal on Financial Mathematics
DOI:
10.1137/10078534x
Date:
January, 2011
File:
PDF, 849 KB
english, 2011