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The Multivariate Kyle Model: More is Different
Garcia del Molino, Luis Carlos, Mastromatteo, Iacopo, Benzaquen, Michael, Bouchaud, Jean-PhilippeVolume:
11
Journal:
SIAM Journal on Financial Mathematics
DOI:
10.1137/18M1231997
Date:
January, 2020
File:
PDF, 592 KB
2020