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Optimal trading of algorithmic orders in a liquidity fragmented market place |
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| Authors: | Miles Kumaresan Nataša Krejić |
| Affiliation: | 1. Algonetix LLP, Berkeley Square House, Berkeley Square, London, W1J 6BD, UK 2. Department of Mathematics and Informatics, University of Novi Sad, Trg Dositeja Obradovi?a 4, 21000, Novi Sad, Serbia |
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