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Collection : Ucf Digital Collections (University Of Central Florida)
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Academic Journal

PRICE DISCOVERY IN THE U.S. BOND MARKETS: TRADING STRATEGIES AND THE COST OF LIQUIDITY

  • Authors : Shao, Haimei (Author); Yong, Jiongmin (Committee Chair); University of Central Florida (Degree Grantor)

Subjects: Stochastic Control; HJB equation; Compound Possion Process

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