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"Volatility and efficiency in markets with friction."

Arman C. Kizilkale, Shie Mannor (2010)

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DOI: 10.1109/ALLERTON.2010.5706887

access: closed

type: Conference or Workshop Paper

metadata version: 2023-12-17

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Arman C. Kizilkale, Shie Mannor:
Volatility and efficiency in markets with friction. Allerton 2010: 50-57

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