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Universal Features of Price Formation in Financial Markets: Perspectives From Deep Learning
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Optimal rounding under integer constraints
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A stochastic partial differential equation model for limit order book dynamics
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Mueller, M
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Universal features of price formation in financial markets: perspectives from Deep Learning
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On the support of solutions of stochastic differential equations with path-dependent coefficients
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Kalinin, A
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Interbank lending with benchmark rates: Pareto optima for a class of singular control games
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Guo, X
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Liquidity at Risk
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Kotlicki, A
Valderrama, L
IMF Working Papers
volume 20
issue 82
(05 Jun 2020)
Model-free Analysis of Dynamic Trading Strategies
Ananova, A
Cont, R
Xu, R
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