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"The Multivariate Kyle Model: More is Different."

Luis Carlos Garcia del Molino et al. (2020)

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DOI: 10.1137/18M1231997

access: closed

type: Journal Article

metadata version: 2020-08-06

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Luis Carlos Garcia del Molino, Iacopo Mastromatteo, Michael Benzaquen, Jean-Philippe Bouchaud:
The Multivariate Kyle Model: More is Different. SIAM J. Financial Math. 11(2): 327-357 (2020)

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