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"Optimal Order Scheduling for Deterministic Liquidity Patterns."

Peter Bank, Antje Fruth (2014)

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DOI: 10.1137/120897511

access: closed

type: Journal Article

metadata version: 2017-05-17

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Peter Bank, Antje Fruth:
Optimal Order Scheduling for Deterministic Liquidity Patterns. SIAM J. Financial Math. 5(1): 137-152 (2014)

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