Optimal Execution Strategies in Limit Order Books with...

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Optimal Execution Strategies in Limit Order Books with General Shape Functions

Alfonsi, Aurélien, Fruth, Antje, Schied, Alexander
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Year:
2009
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.1510104
File:
PDF, 284 KB
english, 2009
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