LIQUIDATION IN LIMIT ORDER BOOKS WITH CONTROLLED INTENSITY (Q2927944)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | LIQUIDATION IN LIMIT ORDER BOOKS WITH CONTROLLED INTENSITY |
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LIQUIDATION IN LIMIT ORDER BOOKS WITH CONTROLLED INTENSITY (English)
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5 November 2014
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limit order books
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controlled intensity
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optimal control of point processes
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optimal control of queueing networks
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fluid limit
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