Numerical methods for an optimal order execution problem
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- Alexander Schied & Torsten Schöneborn, 2009.
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2010-06-11 (All new papers)
- NEP-CMP-2010-06-11 (Computational Economics)
- NEP-MST-2010-06-11 (Market Microstructure)
- NEP-ORE-2010-06-11 (Operations Research)
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