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Order Book Resilience, Price Manipulation, and the Positive Portfolio Problem

✍ Scribed by Alfonsi, Aurélien; Schied, Alexander; Slynko, Alla


Book ID
118203717
Publisher
Society for Industrial and Applied Mathematics
Year
2012
Tongue
English
Weight
377 KB
Volume
3
Category
Article
ISSN
1945-497X

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