@article{alfonsi:hal-00971369, TITLE = {{Dynamic optimal execution in a mixed-market-impact Hawkes price model}}, AUTHOR = {Alfonsi, Aur{\'e}lien and Blanc, Pierre}, URL = {https://enpc.hal.science/hal-00971369}, JOURNAL = {{Finance and Stochastics}}, PUBLISHER = {{Springer Verlag (Germany)}}, YEAR = {2016}, MONTH = Jan, DOI = {10.1007/s00780-015-0282-y}, PDF = {https://enpc.hal.science/hal-00971369v2/file/Hawkes_MI_FS_20140915.pdf}, HAL_ID = {hal-00971369}, HAL_VERSION = {v2}, }