@article{heavytaileddistributionsinclosing,
  title = {Heavy tailed distributions in closing auctions},
  author = {M. Derksen and B. Kleijn and R. de Vilder},
  year = {2020},
  eprint = {2012.10145},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2012.10145v1},
}