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~person:"Malevergne, Yannick"
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Malevergne, Yannick
Fonseca, José da
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A simple microstructure model based on the Cox-BESQ process with application to optimal execution policy
Fonseca, José da
;
Malevergne, Yannick
- In:
Journal of economic dynamics & control
128
(
2021
),
pp. 1-34
Persistent link: https://www.econbiz.de/10012628258
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