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Spectral theory / Martingale / Non-homogeneous Poisson process / Sturm–Liouville theory / Statistics / Stochastic processes / Poisson processes


Optimal investment on finite horizon with random discrete order flow in illiquid markets Mihai Sˆırbu, University of Texas at Austin based on joint work with Paul Gassiat and Huyˆen Pham from University Paris 7
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Document Date: 2010-01-18 15:55:20


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File Size: 138,05 KB

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