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Araoz, V. | Jörnsten, K.

Semi-lagrangean approach for price discovery in markets with non-convexities

2011 - Universidad de Cádiz - Servicio de Publicaciones

P. 193-201

Is part of

Proceedings of OR Peripatetic Post-Graduate Programme (ORP3-2011) : Cádiz, Spain : September 13-17, 2011. - ( Actas)