Optimal Execution with Rough Path Signatures (Q5112732)
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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)
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8 June 2020
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optimal execution
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rough path theory
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signatures
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high-frequency trading
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