Items where Author is "Blair, James W."
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Blair, James W. and Johnson, Paul V. and Duck, Peter W. (2015) Analysis of optimal liquidation in limit order books for portfolios of correlated assets with stochastic volatility. Preprint. (Unpublished)
Blair, James W. and Johnson, Paul V. and Duck, Peter W. (2015) Analysis of optimal liquidation in limit order books. Preprint. (Submitted)