Double-Execution Strategies Using Path Signatures (Q5872884): Difference between revisions

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+Optimal Execution with Dynamic Order Flow Imbalance
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+The signature of a rough path: uniqueness
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+Deep hedging
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+Normal rank
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+Algorithmic Trading with Model Uncertainty
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+Normal rank
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+Incorporating order-flow into optimal execution
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+Normal rank
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+Trading Foreign Exchange Triplets
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+Normal rank
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+Q5263525
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+Normal rank
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+Optimal execution with stochastic delay
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+Normal rank
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+Q5270493
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+Normal rank
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+Optimal Execution and Block Trade Pricing: A General Framework
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+Q2787919
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+Normal rank
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+Optimal market making
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+Optimal Portfolio Liquidation with Limit Orders
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+Normal rank
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+Deep Reinforcement Learning for Market Making in Corporate Bonds: Beating the Curse of Dimensionality
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+Optimal Execution with Rough Path Signatures
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+OPTIMAL MEAN REVERSION TRADING WITH TRANSACTION COSTS AND STOP-LOSS EXIT
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+Rough paths, Signatures and the modelling of functions on streams
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+Differential equations driven by rough paths. Ecole d'Eté de Probabilités de Saint-Flour XXXIV -- 2004. Lectures given at the 34th probability summer school, July 6--24, 2004.
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+Non-parametric Pricing and Hedging of Exotic Derivatives
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+Numerical Method for Model-free Pricing of Exotic Derivatives in Discrete Time Using Rough Path Signatures
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