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A Stochastic Thermodynamics Approach to Price Impact and Round-Trip Arbitrage: Theory and Empirical Implications

Fuente: arXiv

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Bibliographic Details
Main Author:	Jha, Amit Kumar
Format:	Preprint
Published:	2025
Subjects:	Mathematical Finance Statistical Finance Trading and Market Microstructure 91G60, 82C31, 82C35, 49J20
Online Access:	Acceder al recurso
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