Optimal Execution and Block Trade Pricing: A General...

Optimal Execution and Block Trade Pricing: A General Framework

Guéant, Olivier
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Volume:
22
Language:
english
Journal:
Applied Mathematical Finance
DOI:
10.1080/1350486X.2015.1042188
Date:
July, 2015
File:
PDF, 303 KB
english, 2015
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