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中国科学院数学与系统科学研究院期刊网
ISSN 1000-0577 CN 11-2019/O1
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中文
Research on Risk-Sensitive Optimal Execution Problem with Power-Shaped Stochastic Market Depth
LIN Yu, WU Weiping, WANG Zhenghong, JIN Chengneng
Journal of Systems Science and Mathematical Sciences . 2024, (
12
): 3641 -3662 . DOI: 10.12341/jssms23915