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Huitema, Robert's
Scholarly Papers
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Total Downloads
196 |
Total
Citations
1 |
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Huitema, Robert University of Zurich - Department of Banking and Finance
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01 Jan 12
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Last Revised:
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01 Mar 12
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196
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Optimal portfolio execution, liquidity effects, market order, limit order, HJB equation, partial integro-differential equation, ADI method
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