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June 2, 2024Quantitative Finance

Optimal trading and competition with information in the price impact model

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LXLongjie XuYSYufeng Shi

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Xu et al. (2024) studied this question.

synapsesocial.com/papers/68e66995b6db6435875f505ahttps://doi.org/10.1080/14697688.2024.2357729
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