Alexander Vigodner

Bloomberg Financial Markets (BFM)

IBM-house 10th floor

32 Weizmann Street

Tel Aviv, 61336

Israel

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Scholarly Papers (1)

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Dynamic Programming and Optimal Lookahead Strategies in High Frequency Trading with Transaction Costs

Number of pages: 25 Posted: 03 Jan 2000
Alexander Vigodner
Bloomberg Financial Markets (BFM)
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