Optimal Execution with Rough Path Signatures

Optimal Execution with Rough Path Signatures

Kalsi, Jasdeep, Lyons, Terry, Arribas, Imanol Perez
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Volume:
11
Journal:
SIAM Journal on Financial Mathematics
DOI:
10.1137/19M1259778
Date:
January, 2020
File:
PDF, 700 KB
2020
Conversion to is in progress
Conversion to is failed