Optimal Portfolio Liquidation with Limit Orders
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- Olivier Guéant & Charles-Albert Lehalle & Joaquin Fernandez Tapia, 2012. "Optimal Portfolio Liquidation with Limit Orders," Post-Print hal-01393114, HAL.
References listed on IDEAS
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This paper has been announced in the following NEP Reports:- NEP-MST-2011-06-25 (Market Microstructure)
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