Optimal execution with deterministically time varying liquidity: well posedness and price manipulation

Fuente: arXiv

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Bibliographic Details
Main Authors:	Palmari, Gianluca, Lillo, Fabrizio, Eisler, Zoltan
Format:	Preprint
Published:	2024
Subjects:	Optimization and Control Trading and Market Microstructure 91G80
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2410.04867