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(2005). Modeling Feedback Effects with Stochastic Liquidity. In: Strategic Trading in Illiquid Markets. Lecture Notes in Economics and Mathematical Systems, vol 553. Springer, Berlin, Heidelberg. https://doi.org/10.1007/3-540-26315-2_2
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DOI: https://doi.org/10.1007/3-540-26315-2_2
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