Liquidation with self-exciting price impact (Q253113)

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Liquidation with self-exciting price impact
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    title
    Liquidation with self-exciting price impact (English)
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    author
    Thomas Cayé
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    Johannes Muhle-Karbe
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    publication date
    8 March 2016
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    zbMATH DE Number
    6551194
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    zbMATH Keywords
    optimal liquidation
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    price impact
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    self-excitement
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    risk aversion
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    OpenAlex ID
    W3126085088
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