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"Theoretical and empirical analysis of trading activity."

Mathias Pohl et al. (2020)

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DOI: 10.1007/S10107-018-1341-X

access: open

type: Journal Article

metadata version: 2022-10-02

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Mathias Pohl, Alexander Ristig, Walter Schachermayer, Ludovic Tangpi:
Theoretical and empirical analysis of trading activity. Math. Program. 181(2): 405-434 (2020)

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