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An Optimal Liquidation Algorithm Based on Monte Carlo Method

Dawei, Cai (2012) An Optimal Liquidation Algorithm Based on Monte Carlo Method. Masters thesis, University of Oxford.

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Item Type:Thesis (Masters)
Subjects:D - G > Global analysis, analysis on manifolds
H - N > Numerical analysis
Research Groups:Mathematical and Computational Finance Group
ID Code:1582
Deposited By:Destiny Chen
Deposited On:11 Aug 2012 07:08
Last Modified:11 Aug 2012 07:08

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