Theoretical and empirical analysis of trading activity

Mathias Pohl, Alexander Ristig, Walter Schachermayer, Ludovic Tangpi. Theoretical and empirical analysis of trading activity. Math. Program., 181(2):405-434, 2020. [doi]

Authors

Mathias Pohl

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Alexander Ristig

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Walter Schachermayer

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Ludovic Tangpi

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