@article{nonaveragepriceimpactinorderdriven,
  title = {Non-average price impact in order-driven markets},
  author = {Claudio Bellani and Damiano Brigo and Mikko Pakkanen and Leandro Sanchez-Betancourt},
  year = {2021},
  eprint = {2110.00771},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2110.00771v2},
}