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Liquidation In Limit Order Books With Controlled Intensity

By Erhan Bayraktar and Michael Ludkovski
Publisher: Wiley Periodicals, Inc.
Year: 2014
DOI identifier: 10.1111/j.1467-9965.2012.00529.x
OAI identifier: oai:deepblue.lib.umich.edu:2027.42/108603
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