Optimal Hedge Tracking Portfolios in a Limit Order Book

Simon Ellersgaard, Martin Tegner

Originalsprog	Engelsk
Artikelnummer	1850003
Tidsskrift	Market Microstructure and Liquidity
Vol/bind	3
Udgave nummer	2
Antal sider	32
ISSN	2382-6266
DOI	https://doi.org/10.1142/S238262661850003X
Status	Udgivet - jun. 2017

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