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Arbitrage and deflators in illiquid markets.

Teemu Pennanen
Published in: Finance Stochastics (2011)
Keyphrases
  • financial markets
  • stock price
  • market data
  • electronic commerce
  • portfolio management
  • real time
  • data mining
  • trading strategies
  • machine learning
  • case study
  • electricity markets
  • portfolio selection
  • consumer products