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~person:"Baldacci, Bastien"
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A note on Almgren-Chriss optimal execution problem with geometric Brownian motion
Baldacci, Bastien
;
Benveniste, Jerome
- In:
Market microstructure and liquidity
5
(
2019
)
1/4
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012820065
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