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Page 1: (c) S. Jaimungal, 2014 - University of Torontoutstat.utoronto.ca/sjaimung/courses/mmf1928/notes/2014/sta2503-4.pdfWednesday, October 1, 2014 2:42 PM sta2503-4 Page 1 (c) S. Jaimungal,

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Page 2: (c) S. Jaimungal, 2014 - University of Torontoutstat.utoronto.ca/sjaimung/courses/mmf1928/notes/2014/sta2503-4.pdfWednesday, October 1, 2014 2:42 PM sta2503-4 Page 1 (c) S. Jaimungal,

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Page 3: (c) S. Jaimungal, 2014 - University of Torontoutstat.utoronto.ca/sjaimung/courses/mmf1928/notes/2014/sta2503-4.pdfWednesday, October 1, 2014 2:42 PM sta2503-4 Page 1 (c) S. Jaimungal,

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Page 4: (c) S. Jaimungal, 2014 - University of Torontoutstat.utoronto.ca/sjaimung/courses/mmf1928/notes/2014/sta2503-4.pdfWednesday, October 1, 2014 2:42 PM sta2503-4 Page 1 (c) S. Jaimungal,

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Page 5: (c) S. Jaimungal, 2014 - University of Torontoutstat.utoronto.ca/sjaimung/courses/mmf1928/notes/2014/sta2503-4.pdfWednesday, October 1, 2014 2:42 PM sta2503-4 Page 1 (c) S. Jaimungal,

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Page 8: (c) S. Jaimungal, 2014 - University of Torontoutstat.utoronto.ca/sjaimung/courses/mmf1928/notes/2014/sta2503-4.pdfWednesday, October 1, 2014 2:42 PM sta2503-4 Page 1 (c) S. Jaimungal,

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Chapter 5 Discrete Distributions - University of Torontoutstat.utoronto.ca/~radford/sta247.F11/IPSUR5.pdfChapter 5 Discrete Distributions In this chapter we introduce discrete random

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Incorporating signals into optimal trading · – Cartea and Jaimungal (CJ) framework [13], where the market impact is instanta-neous and the fuel constraint on the strategies is

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