Optimal portfolios of a small investor in a limit order market: a shadow price approach
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Publication:1932532
DOI10.1007/s11579-010-0027-9zbMath1255.91449OpenAlexW1979137326MaRDI QIDQ1932532
Maximilian Stroh, Christoph Kühn
Publication date: 20 January 2013
Published in: Mathematics and Financial Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11579-010-0027-9
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