Optimal execution of multiasset block orders under stochastic liquidity

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Bibliographic Information

Title
"Optimal execution of multiasset block orders under stochastic liquidity"
Statement of Responsibility
Naoki Makimoto and Yoshihiko Sugihara
Publisher
  • Institute for Monetary and Economic Studies, Bank of Japan
Publication Year
  • 2010
Book size
30 cm
Other Title
  • IMES

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Notes

Cover title

Bibliography: p. 32-33

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