Discrete homotopy analysis for optimal trading execution with nonlinear transient market impact (Q2200233)

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Discrete homotopy analysis for optimal trading execution with nonlinear transient market impact
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    Discrete homotopy analysis for optimal trading execution with nonlinear transient market impact (English)
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    19 September 2020
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    optimal trading
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    market impact
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    homotopy analysis method
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    nonlinear integral equations
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