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Applied Mathematical Finance Volume 27, 2020 - Issue 4
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Research Article

Optimal Trading with Differing Trade Signals

Ryan Donnellya Department of Mathematics, King’s College London, London, UKCorrespondence[email protected]
&
Matthew Lorigb Department of Applied Mathematics, University of Washington, Seattle, WA, USA
Pages 317-344 | Received 24 Jun 2020, Accepted 03 Nov 2020, Published online: 24 Nov 2020

References

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