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Dynamic optimal execution in a mixed-market-impact Hawkes price model |
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| Authors: | Aurélien Alfonsi Pierre Blanc |
| Affiliation: | 1. Projet MATHRISK ENPC-INRIA-UMLV, Université Paris-Est, CERMICS, 6 et 8 avenue Blaise Pascal, 77455, Marne La Vallée, Cedex 2, France |
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