Optimal Liquidation with Signals: the General Propagator Case

Fuente: arXiv

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Bibliographic Details
Main Authors:	Jaber, Eduardo Abi, Neuman, Eyal
Format:	Preprint
Published:	2022
Subjects:	Trading and Market Microstructure Probability 93E20, 60H30, 91G80
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2211.00447