Optimal Order Scheduling for Deterministic Liquidity Patterns (Q2940756)

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Optimal Order Scheduling for Deterministic Liquidity Patterns
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    Optimal Order Scheduling for Deterministic Liquidity Patterns (English)
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    20 January 2015
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    order scheduling
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    liquidity
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    convexification
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    singular control
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    convex analysis
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    envelopes
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    optimal order execution
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