Optimal Liquidation in a Level-I Limit Order Book for Large-Tick Stocks
2018 ◽
Vol 9
(3)
◽
pp. 875-906
◽
2020 ◽
Vol 540
◽
pp. 122703
2020 ◽
Vol 136
◽
pp. 183-189
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Keyword(s):
2005 ◽
Vol 8
(1)
◽
pp. 25-67
◽
Keyword(s):