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Optimal Brokerage Contracts in Almgren-Chriss Model with Multiple Clients.
Guillermo Alonso Alvarez
Sergey Nadtochiy
Kevin Webster
Published in:
SIAM J. Financial Math. (2023)
Keyphrases
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formal model
management system
experimental data
statistical model
probabilistic model
probability distribution
computational model
queuing model
prediction model
similarity measure
high level
web services
theoretical framework
hidden markov models
simulation model
multiple models
database