A simple microstructure model based on the Cox-BESQ process with application to optimal execution policy (Q2246615): Difference between revisions

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+Yannick Malevergne
@@ Property / author: Yannick Malevergne / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jedc.2021.104137
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+W3159758598
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