"Dynamic trading with Markov liquidity switching."

Guiyuan Ma et al. (2023)

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DOI: 10.1016/J.AUTOMATICA.2023.111156

access: closed

type: Journal Article

metadata version: 2023-08-16

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Guiyuan Ma, Chi Chung Siu, Sheung Chi Phillip Yam, Zeyu Zhou:
Dynamic trading with Markov liquidity switching. Autom. 155: 111156 (2023)

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