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)




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