Optimal trade execution for Gaussian signals with power-law resilience (Q5072915)
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scientific article; zbMATH DE number 7518205
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal trade execution for Gaussian signals with power-law resilience |
scientific article; zbMATH DE number 7518205 |
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Optimal trade execution for Gaussian signals with power-law resilience (English)
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5 May 2022
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optimal liquidation
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transient price impact
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Gaussian processes
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trading with signals
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Fredholm integral equations
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high frequency trading
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market microstructure modeling
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