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Optimal liquidation under partial information with price im..:

Colaneri, Katia ; Eksi, Zehra ; Frey, Rüdiger.
Stochastic Processes and their Applications.  130 (2020)  4 - p. 1913-1946 , 2020
Link: https://doi.org/10.1016/j.spa.2019.06.004