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Optimal posting distance of limit orders: a stochastic algorithm approach

By S. Laruelle, C.-A. Lehalle and G. Pagès

Abstract

International audienc

Topics: [ MATH.MATH-PR ] Mathematics [math]/Probability [math.PR]
Publisher: Springer Verlag
Year: 2013
OAI identifier: oai:HAL:hal-00839247v1
Provided by: Hal-Diderot
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