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Roman Gayduk

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Journal Articles

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2020
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Roman Gayduk, Sergey Nadtochiy:
Control-Stopping Games for Market Microstructure and Beyond. Math. Oper. Res. 45(4): 1289-1317 (2020)
2018
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Roman Gayduk, Sergey Nadtochiy:
Endogenous Formation of Limit Order Books: Dynamics Between Trades. SIAM J. Control. Optim. 56(3): 1577-1619 (2018)

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