Optimal Execution with Rough Path Signatures (Q5112732): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Changed an Item |
||
Property / describes a project that uses | |||
Property / describes a project that uses: iisignature / rank | |||
Normal rank |
Revision as of 03:04, 1 March 2024
scientific article; zbMATH DE number 7209462
Language | Label | Description | Also known as |
---|---|---|---|
English | Optimal Execution with Rough Path Signatures |
scientific article; zbMATH DE number 7209462 |
Statements
Optimal Execution with Rough Path Signatures (English)
0 references
8 June 2020
0 references
optimal execution
0 references
rough path theory
0 references
signatures
0 references
high-frequency trading
0 references