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Optimal Trading in the Presence of Non-Displayed Liquidity
Vacslav S. Glukhov
Trading Fall 2007, 2007 (2) 30-37
Vacslav S. Glukhov
The head of quantitative research at Liquidnet, Inc., in New York, NY.
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Optimal Trading in the Presence of Non-Displayed Liquidity
Vacslav S. Glukhov
Trading Sep 2007, 2007 (2) 30-37;
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