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N°14-74: Liquidation with Self-Exciting Price Impact, T. Cayé and J. Muhle-Karbe, 2014.

N°14-74: Liquidation with Self-Exciting Price Impact, T. Cayé and J. Muhle-Karbe, 2014.

AuthorT. Cayé and J. Muhle-Karbe
CategoryWorking Papers
Linkhttp://papers.ssrn.com/sol3/papers.cfm?abstract_id=2540630

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