Optimal Execution with Quadratic Variation Inventories (Q6169622)
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scientific article; zbMATH DE number 7726720
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Optimal Execution with Quadratic Variation Inventories |
scientific article; zbMATH DE number 7726720 |
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Optimal Execution with Quadratic Variation Inventories (English)
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15 August 2023
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quantitative finance
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high-frequency econometrics
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quadratic variation
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Brownian motion
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0.91952896
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0.8885538
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0.8772891
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0.87481296
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0.87323684
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0.87146974
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0.86809266
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0.86521447
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0.86335754
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