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~isPartOf:"Manufacturing & service operations management : M & SOM"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~person:"Frei, Christoph"
~subject:"Option pricing theory"
~subject:"Portfolio selection"
~subject:"stochastic optimal control"
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Frei, Christoph
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Optimal execution of a VWAP order : a stochastic control approach
Frei, Christoph
;
Westray, Nicholas
- In:
Mathematical finance : an international journal of …
25
(
2015
)
3
,
pp. 612-639
Persistent link: https://www.econbiz.de/10011350559
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