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Optimal execution strategies in limit order books with general shape functions

✍ Scribed by Alfonsi, Aurélien; Fruth, Antje; Schied, Alexander

Book ID: 120599851
Publisher: Taylor and Francis Group
Year: 2009
Tongue: English
Weight: 265 KB
Volume: 10
Category: Article
ISSN: 1469-7688
DOI: 10.1080/14697680802595700

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