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Exact solution to a generalised Lillo-Mike-Farmer model with heterogeneous order-splitting strategies

Fuente: arXiv

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Bibliographic Details
Main Authors:	Sato, Yuki, Kanazawa, Kiyoshi
Format:	Preprint
Published:	2023
Subjects:	Trading and Market Microstructure Statistical Mechanics General Finance Risk Management Statistical Finance
Online Access:	Acceder al recurso
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