List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Discrete homotopy analysis for optimal trading execution with nonlinear transient market impact Communications in Nonlinear Science and Numerical Simulation | 2020-09-19 | Paper |
| Modeling the coupled return-spread high frequency dynamics of large tick assets Journal of Statistical Mechanics: Theory and Experiment | 2020-08-11 | Paper |
| Optimal execution with non-linear transient market impact Quantitative Finance | 2018-11-19 | Paper |
Research outcomes over time
This page was built for person: Gianbiagio Curato
