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"Risk management for trading in multiple frequencies."

Mustafa U. Torun, Ali N. Akansu, Marco Avellaneda (2011)

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DOI: 10.1109/ICASSP.2011.5947663

access: closed

type: Conference or Workshop Paper

metadata version: 2017-05-19

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Mustafa U. Torun, Ali N. Akansu, Marco Avellaneda:
Risk management for trading in multiple frequencies. ICASSP 2011: 5736-5739

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