Optimal Execution in a General One-Sided Limit-Order Book (Q2996522)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Execution in a General One-Sided Limit-Order Book |
scientific article |
Statements
Optimal Execution in a General One-Sided Limit-Order Book (English)
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2 May 2011
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optimal execution
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limit-order book
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price impact
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