Optimal posting price of limit orders: learning by trading

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Source ISSN: 1862-9679
Author Laruelle, Sophie, Lehalle, Charles-Albert, Pagès, Gilles
Maintainer CCSD
Last Updated November 3, 2026, 17:15 (UTC)
Created November 3, 2026, 17:15 (UTC)
Identifier hal-00650314
Language en
Rights https://about.hal.science/hal-authorisation-v1/
contributor Laboratoire de Probabilités et Modèles Aléatoires (LPMA) ; Université Pierre et Marie Curie - Paris 6 (UPMC)-Université Paris Diderot - Paris 7 (UPD7)-Centre National de la Recherche Scientifique (CNRS)
creator Laruelle, Sophie
date 2013-11-03T00:00:00
harvest_object_id 8e3b3cca-c854-450c-9e8b-f8825680c4b5
harvest_source_id 3374d638-d20b-4672-ba96-a23232d55657
harvest_source_title test moissonnage SELUNE
metadata_modified 2025-09-29T00:00:00
relation info:eu-repo/semantics/altIdentifier/arxiv/1112.2397
set_spec type:ART