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  • Search: subject:"Market microstructure modeling"
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Börsenkurs 1 Electronic trading 1 Elektronisches Handelssystem 1 Fredholm integral equations 1 Gaussian processes 1 High frequency trading 1 Market microstructure 1 Market microstructure modeling 1 Marktmikrostruktur 1 Optimal liquidation 1 Portfolio selection 1 Portfolio-Management 1 Securities trading 1 Share price 1 Signalling 1 Stochastic process 1 Stochastischer Prozess 1 Theorie 1 Theory 1 Trading with signals 1 Transient price impact 1 Wertpapierhandel 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Forde, Martin 1 Smith, Benjamin 1 Sánchez-Betancourt, Leandro 1
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Quantitative finance 1
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Optimal trade execution for Gaussian signals with power-law resilience
Forde, Martin; Sánchez-Betancourt, Leandro; Smith, Benjamin - In: Quantitative finance 22 (2022) 3, pp. 585-596
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