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Inventory Management for High-Frequency Trading With Imperfect Competition
Herrmann, Sebastian, Muhle-Karbe, Johannes, Shang, Dapeng, Yang, ChenYear:
2018
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.3232037
File:
PDF, 704 KB
english, 2018