Trading with small nonlinear price impact
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Publication:2192738
DOI10.1214/19-AAP1513zbMath1447.91157OpenAlexW2767479030MaRDI QIDQ2192738
Thomas Cayé, Johannes Muhle-Karbe, Martin Herdegen
Publication date: 17 August 2020
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.aoap/1591603220
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