Optimal Execution in a Limit Order Book and an Associated...

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SSRN Electronic Journal 2015

Optimal Execution in a Limit Order Book and an Associated Microstructure Market Impact Model

Maglaras, Costis, Moallemi, Ciamac C., Zheng, Hua
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Year:
2015
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.2610808
File:
PDF, 785 KB
english, 2015
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