Price manipulation in a market impact model with dark pool
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References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Paulwin Graewe & Ulrich Horst & Eric S'er'e, 2013.
"Smooth solutions to portfolio liquidation problems under price-sensitive market impact,"
1309.0474, arXiv.org, revised Jun 2017.
- Paulwin Graewe & Ulrich Horst & Eric Séré, 2018. "Smooth Solutions to Portfolio Liquidation Problems under Price-Sensitive Market Impact," Post-Print hal-01540537, HAL.
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2012-05-29 (All new papers)
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