Double-Execution Strategies Using Path Signatures
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Publication:5872884
DOI10.1137/21M1456467zbMath1505.91360MaRDI QIDQ5872884
Álvaro Cartea, Leandro Sánchez-Betancourt, Imanol Perez Arribas
Publication date: 4 January 2023
Published in: SIAM Journal on Financial Mathematics (Search for Journal in Brave)
Related Items (1)
Cites Work
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