@article{optimalauctiondurationapriceformation,
  title = {Optimal auction duration: A price formation viewpoint},
  author = {Paul Jusselin and Thibaut Mastrolia and Mathieu Rosenbaum},
  year = {2019},
  eprint = {1906.01713},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/1906.01713v3},
}