Limit order trading with a mean reverting reference price (Q3119644)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Limit order trading with a mean reverting reference price |
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Limit order trading with a mean reverting reference price (English)
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12 March 2019
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limit order trading
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optimal execution
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stochastic optimal control
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mean reverting prices
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