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~isPartOf:"Finance and stochastics"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~person:"Ackermann, Julia"
~subject:"Portfolio selection"
~subject:"Time series analysis"
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Ackermann, Julia
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Càdlàg semimartingale strategies for optimal trade execution in stochastic order book models
Ackermann, Julia
;
Kruse, Thomas
;
Urusov, Mikhail
- In:
Finance and stochastics
25
(
2021
)
4
,
pp. 757-810
Persistent link: https://www.econbiz.de/10012665227
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