Optimal Execution with Rough Path Signatures
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Publication:5112732
DOI10.1137/19M1259778zbMath1443.91263arXiv1905.00728MaRDI QIDQ5112732
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Publication date: 8 June 2020
Published in: SIAM Journal on Financial Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1905.00728
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