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Optimal Trade Execution and Absence of Price Manipulations in Limit Order Book Models

✍ Scribed by Alfonsi, Aurélien; Schied, Alexander

Book ID: 118203625
Publisher: Society for Industrial and Applied Mathematics
Year: 2010
Tongue: English
Weight: 505 KB
Volume: 1
Category: Article
ISSN: 1945-497X
DOI: 10.1137/090762786

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