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Kratz, Peter

  1. Portfolio liquidation in dark pools in continuous time
    2012/01/30 by Peter Kratz, Kratz, Peter, Torsten Schöneborn +1 · 1 citation
    Decision Sciences · Economics, Econometrics and Finance · #FOS: Economics and business #FOS: Mathematics #Financial Markets and Investment Strategies #Optimization and Control (math.OC) #Risk and Portfolio Optimization #Stochastic processes and financial applications #Trading and Market Microstructure (q-fin.TR)