@misc{ramirez2023optimal,
  title={Optimal liquidation with temporary and permanent price impact, an application to cryptocurrencies},
  author={Hugo E. Ramirez and Julián Fernando Sanchez},
  year={2023},
  eprint={2303.10043},
  archivePrefix={arXiv},
  primaryClass={q-fin.TR},
  url={https://arxiv.org/abs/2303.10043}
}