Robust Strategies for Optimal Order Execution in the AlmgrenChriss Framework
Year of publication: |
2013
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Authors: | Schied, Alexander |
Published in: |
Applied mathematical finance. - London : Routledge, ISSN 1350-486X, ZDB-ID 12824094. - Vol. 20.2013, 3 (1.7.), p. 264-286
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