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type:"article"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Theorie"
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Dynamic trading volume
Guasoni, Paolo
;
Weber, Marko
- In:
Mathematical finance : an international journal of …
27
(
2017
)
2
,
pp. 313-349
Persistent link: https://www.econbiz.de/10011752488
Saved in:
2
Long horizons, high risk aversion, and endogenous spreads
Guasoni, Paolo
;
Muhle-Karbe, Johannes
- In:
Mathematical finance : an international journal of …
25
(
2015
)
4
,
pp. 724-753
Persistent link: https://www.econbiz.de/10011350524
Saved in:
3
Optimal trade execution and price manipulation in order books with time-varying liquidity
Fruth, Antje
;
Schöneborn, Torsten
;
Urusov, Mikhail
- In:
Mathematical finance : an international journal of …
24
(
2014
)
4
,
pp. 651-695
Persistent link: https://www.econbiz.de/10011308175
Saved in:
4
Hedging and portfolio optimization in financial markets with a large trader
Bank, Peter
;
Baum, Dietmar
- In:
Mathematical finance : an international journal of …
14
(
2004
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10001917650
Saved in:
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