Incorporating signals into optimal trading

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Publication:1739054

DOI10.1007/s00780-019-00382-7zbMath1411.91517arXiv1704.00847OpenAlexW2605897044MaRDI QIDQ1739054

Charles-Albert Lehalle, Eyal Neuman

Publication date: 24 April 2019

Published in: Finance and Stochastics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1704.00847




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