Double-Execution Strategies Using Path Signatures
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Publication:5872884
DOI10.1137/21M1456467zbMATH Open1505.91360MaRDI QIDQ5872884FDOQ5872884
Authors: Álvaro Cartea, Imanol Perez Arribas, Leandro Sánchez-Betancourt 
Publication date: 4 January 2023
Published in: SIAM Journal on Financial Mathematics (Search for Journal in Brave)
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Cites Work
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