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A Stochastic LQR Model for Child Order Placement in Algorithmic Trading. (arXiv:2004.13797v1 [q-fin.TR]) http://arxiv.org/abs/2004.13797
A Stochastic LQR Model for Child Order Placement in Algorithmic Trading. (arXiv:2004.13797v1 [q-fin.TR]) http://arxiv.org/abs/2004.13797