The following pages link to Gianbiagio Curato (Q2200232):
Displayed 3 items.
- Discrete homotopy analysis for optimal trading execution with nonlinear transient market impact (Q2200233) (← links)
- Modeling the coupled return-spread high frequency dynamics of large tick assets (Q3302105) (← links)
- Optimal execution with non-linear transient market impact (Q4555057) (← links)