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A Hamilton–Jacobi–Bellman approach to optimal trade execution

✍ Scribed by Peter A. Forsyth

Publisher: Elsevier Science
Year: 2011
Tongue: English
Weight: 525 KB
Volume: 61
Category: Article
ISSN: 0168-9274
DOI: 10.1016/j.apnum.2010.10.004

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