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Title: A repo model of fire sales with VWAP and LOB pricing mechanisms
Award ID(s):
1736414
NSF-PAR ID:
10349371
Author(s) / Creator(s):
;
Date Published:
Journal Name:
European Journal of Operational Research
Volume:
296
Issue:
1
ISSN:
0377-2217
Page Range / eLocation ID:
353 to 367
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
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