Pages that link to "Item:Q5112732"
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The following pages link to Optimal Execution with Rough Path Signatures (Q5112732):
Displayed 9 items.
- Optimal execution with stochastic delay (Q2111242) (← links)
- New directions in rough path theory. Abstracts from the workshop held December 6--12, 2020 (online meeting) (Q2232323) (← links)
- Optimal trade execution for Gaussian signals with power-law resilience (Q5072915) (← links)
- Numerical Method for Model-free Pricing of Exotic Derivatives in Discrete Time Using Rough Path Signatures (Q5108927) (← links)
- Double-Execution Strategies Using Path Signatures (Q5872884) (← links)
- Signature-Based Models: Theory and Calibration (Q6048449) (← links)
- Optimal stopping with signatures (Q6103968) (← links)
- Optimal Execution with Quadratic Variation Inventories (Q6169622) (← links)
- Feature engineering with regularity structures (Q6184277) (← links)