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Moreau, Ludovic

  1. Trading with Small Price Impact
    2014/02/21 by Moreau, Ludovic, Muhle-Karbe, Johannes, Soner, H. Mete · 2 citations
    #Analysis of PDEs (math.AP) #FOS: Economics and business #FOS: Mathematics #Optimization and Control (math.OC) #Portfolio Management (q-fin.PM) #Trading and Market Microstructure (q-fin.TR)