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Optimal Order Scheduling for Deterministic Liquidity...

Optimal Order Scheduling for Deterministic Liquidity Patterns

Bank, Peter, Fruth, Antje
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Volume:
5
Language:
english
Journal:
SIAM Journal on Financial Mathematics
DOI:
10.1137/120897511
Date:
January, 2014
File:
PDF, 615 KB
english, 2014
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