Mechanics of good trade execution in the framework of linear temporary market impact
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Publication:5014181
DOI10.1080/14697688.2020.1814395zbMath1479.91370arXiv1909.10464OpenAlexW3087170793MaRDI QIDQ5014181
Damiano Brigo, Claudio Bellani
Publication date: 1 December 2021
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1909.10464
market microstructurequantitative financequantitative trading strategiesquantitative finance techniques
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