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> Richard Coggins, Adam Blazejewski and Michael Aitken
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Optimal Trade Execution of Equities in a Limit Order Market
Richard Coggins, Adam Blazejewski and Michael Aitken
2003 IEEE International Conference on Computational Intelligence for Financial Engineering: proceedings, March 20-23, 2003, Hong Kong Convention and Exhibition Centre, Hong Kong.
IEEE Neural Networks Society
[2003], ©2003.
IEEE,
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