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  • Stochastic portfolio theory with price impact
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Stochastic portfolio theory with price impact

Fuente: arXiv
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Bibliographic Details
Main Author: Itkin, David
Format: Preprint
Published: 2025
Subjects:
Mathematical Finance
Probability
91G10, 60H30
Online Access:
Acceder al recurso
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Internet

https://arxiv.org/abs/2506.07993

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