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"Optimal Liquidation of Child Limit Orders."

Sheung Chi Phillip Yam, W. Zhou (2017)

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DOI: 10.1287/MOOR.2016.0816

access: closed

type: Journal Article

metadata version: 2019-10-04

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Sheung Chi Phillip Yam, W. Zhou:
Optimal Liquidation of Child Limit Orders. Math. Oper. Res. 42(2): 517-545 (2017)

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