@article{exactsolutiontoageneralisedlillomike,
  title = {Exact solution to a generalised Lillo-Mike-Farmer model with heterogeneous order-splitting strategies},
  author = {Yuki Sato and Kiyoshi Kanazawa},
  year = {2023},
  eprint = {2306.13378},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2306.13378v3},
}