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Fruth, Antje

  1. Optimal execution strategies in limit order books with general shape functions
    2007/08/13 by Alfonsi, Aurélien, Fruth, Antje, Schied, Alexander · 7 citations
    #FOS: Economics and business #FOS: Mathematics #Probability (math.PR) #Trading and Market Microstructure (q-fin.TR)