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International transactions in operational research : a journal of the International Federation of Operational Research Societies
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New insights and augmented Lagrangian algorithm for
optimal
portfolio
liquidation
with market impact
Xu, Fengmin
;
Li, Xuepeng
;
Dai, Yu-Hong
;
Meihua, Wang
- In:
International transactions in operational research : a …
30
(
2023
)
5
,
pp. 2640-2664
Persistent link: https://www.econbiz.de/10014261199
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