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"Optimal Trade Execution and Absence of Price Manipulations in Limit Order ..."

Aurélien Alfonsi, Alexander Schied (2010)

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DOI: 10.1137/090762786

access: closed

type: Journal Article

metadata version: 2021-10-14

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Aurélien Alfonsi, Alexander Schied:
Optimal Trade Execution and Absence of Price Manipulations in Limit Order Book Models. SIAM J. Financial Math. 1(1): 490-522 (2010)

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