On Bellman equation in the limit order optimization problem for high-frequency trading

Fuente: arXiv

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Bibliographic Details
Main Authors:	Balakaeva, M. I., Veretennikov, A. Yu.
Format:	Preprint
Published:	2025
Subjects:	Trading and Market Microstructure Probability Mathematical Finance 60H10, 93E20, 93E15
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2510.15988