OPTIMAL TRADE EXECUTION IN ILLIQUID MARKETS (Q3100751): Difference between revisions

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OPTIMAL TRADE EXECUTION IN ILLIQUID MARKETS
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    OPTIMAL TRADE EXECUTION IN ILLIQUID MARKETS (English)
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    21 November 2011
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    optimal order execution
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    liquidity modeling
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    dark pools
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    Markov-modulated Poisson process
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