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Created October 30, 2019 00:47
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Optimal Execution with linear and non-linear impact. Chapter 6 of Algorithmic and High-Frequency Trading (c) Cartea, Jaimungal, & Penalva, 2015 Cambridge University Press
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Liquidation_Permanent_Price_Impact.ipynb
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Liquidation_Permanent_Price_Impact_helper.ipynb
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