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Continuous-time stochastic optimal control
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Limit order book
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Kruse, Thomas
Schied, Alexander
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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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