High dimensional Markovian trading of a single stock
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Publication:2085831
DOI10.3934/fmf.2022001zbMath1500.91130OpenAlexW4285412013MaRDI QIDQ2085831
Dilip B. Madan, Robert J. Elliott, King-Hang Wang
Publication date: 19 October 2022
Published in: Frontiers of Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/fmf.2022001
Processes with independent increments; Lévy processes (60G51) Gaussian processes (60G15) Financial markets (91G15)
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Cites Work
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