Optimal Execution with Hidden Orders Under Self-Exciting Dynamics
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2015 ◽
Vol 22
(4)
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pp. 336-365
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2007 ◽
Vol 50
(0)
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pp. 100-122
Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications
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2010 ◽
Vol 2010
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pp. 235-240