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Optimal Execution with Passive Market Impact
Alexander Barzykin (HSBC Holdings), Robert Boyce (Imperial College London), Eyal Neuman (Imperial College London), Sturmius Tuschmann (Imperial College London)
SSRN Electronic Journal preprint
DOI: 10.2139/ssrn.7147361 (Economics, Econometrics and Finance)
License: not stated (all rights reserved)
Published on 01 Jan. 2026