"Optimal VWAP Strategies under Regime Switching."

Moustapha Pemy (2021)

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DOI: 10.1109/CISS50987.2021.9400284

access: closed

type: Conference or Workshop Paper

metadata version: 2024-10-06

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Moustapha Pemy:
Optimal VWAP Strategies under Regime Switching. CISS 2021: 1-6

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