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Liquidation In Limit Order Books With Controlled Intensity
dc.contributor.authorBayraktar, Erhanen_US
dc.contributor.authorLudkovski, Michaelen_US
dc.date.accessioned2014-10-07T16:09:15Z
dc.date.availableWITHHELD_13_MONTHSen_US
dc.date.available2014-10-07T16:09:15Z
dc.date.issued2014-10en_US
dc.identifier.citationBayraktar, Erhan; Ludkovski, Michael (2014). "Liquidation In Limit Order Books With Controlled Intensity." Mathematical Finance 24(4): 627-650.en_US
dc.identifier.issn0960-1627en_US
dc.identifier.issn1467-9965en_US
dc.identifier.urihttps://hdl.handle.net/2027.42/108603
dc.publisherSystems & Control: Foundations & Applications. Boston, MA: Birkhäuseren_US
dc.publisherWiley Periodicals, Inc.en_US
dc.subject.otherOptimal Control of Queueing Networksen_US
dc.subject.otherFluid Limiten_US
dc.subject.otherLimit Order Booksen_US
dc.subject.otherControlled Intensityen_US
dc.subject.otherOptimal Control of Point Processesen_US
dc.titleLiquidation In Limit Order Books With Controlled Intensityen_US
dc.typeArticleen_US
dc.rights.robotsIndexNoFollowen_US
dc.subject.hlbsecondlevelMathematicsen_US
dc.subject.hlbsecondlevelFinanceen_US
dc.subject.hlbtoplevelScienceen_US
dc.subject.hlbtoplevelBusiness and Economicsen_US
dc.description.peerreviewedPeer Revieweden_US
dc.description.bitstreamurlhttp://deepblue.lib.umich.edu/bitstream/2027.42/108603/1/mafi529.pdf
dc.identifier.doi10.1111/j.1467-9965.2012.00529.xen_US
dc.identifier.sourceMathematical Financeen_US
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dc.owningcollnameInterdisciplinary and Peer-Reviewed


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