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Slippage-at-Risk (SaR): A Forward-Looking Liquidity Risk Framework for Perpetual Futures Exchanges

Fuente: arXiv

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Détails bibliographiques
Auteur principal:	Sepper, Otar
Format:	Preprint
Publié:	2026
Sujets:	Risk Management
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

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