The financial mathematics of market liquidity : from optimal execution to market making

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Bibliographic Information

Title
"The financial mathematics of market liquidity : from optimal execution to market making"
Statement of Responsibility
Olivier Guéant
Publisher
  • CRC Press
Publication Year
  • c2016
Book size
25 cm
Series Name / No
  • : Hardback

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Notes

Includes bibliographical references (p. 265-276) and index

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