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Title: Price impact equilibrium with transaction costs and TWAP trading
Award ID(s):
1908255
PAR ID:
10349045
Author(s) / Creator(s):
;
Date Published:
Journal Name:
Mathematics and Financial Economics
Volume:
16
Issue:
1
ISSN:
1862-9679
Page Range / eLocation ID:
187 to 204
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
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