Approximation and comparison of the empirical liquidity cost function for various futures contracts (Q6117560)

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scientific article; zbMATH DE number 7821155
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Approximation and comparison of the empirical liquidity cost function for various futures contracts
scientific article; zbMATH DE number 7821155

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    Approximation and comparison of the empirical liquidity cost function for various futures contracts (English)
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    20 March 2024
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    cost of liquidity
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    limit order book
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    futures contracts
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    initial margin
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    optimal execution
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