Loss-Versus-Rebalancing under Deterministic and Generalized block-times

Fuente: arXiv

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Bibliographic Details
Main Authors:	Nezlobin, Alex, Tassy, Martin
Format:	Preprint
Published:	2025
Subjects:	Mathematical Finance Probability Portfolio Management Pricing of Securities Trading and Market Microstructure
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2505.05113