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Optimal Execution among $N$ Traders with Transient Price Impact

Fuente: arXiv

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Bibliographic Details
Main Authors:	Campbell, Steven, Nutz, Marcel
Format:	Preprint
Published:	2025
Subjects:	Trading and Market Microstructure Mathematical Finance 91A06, 91A15, 91G10
Online Access:	Acceder al recurso
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