, Universidade Federal do ABC (UFABC), Brazil
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Independent Journal of Management & Production Vol. 5 No. 2 (2014): Independent Journal of Management & Production - Articles
Markov chain portfolio liquidity optimization model
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Independent Journal of Management & Production Vol. 11 No. 3 (2020): Independent Journal of Management & Production - Articles
Geometric brownian motion: an alternative to high-frequency trading for small investors
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