Undisclosed Orders and Optimal Submission Strategies in a Dynamic Limit Order Market
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2011-05-14 (All new papers)
- NEP-CTA-2011-05-14 (Contract Theory & Applications)
- NEP-MST-2011-05-14 (Market Microstructure)
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