Chan, P., Sircar, R., & Zimbidis, I. (2025). Optimal Trading under Instantaneous and Persistent Price Impact, Predictable Returns and Multiscale Stochastic Volatility.
Chicago-Zitierstil (17. Ausg.)Chan, Patrick, Ronnie Sircar, und Iosif Zimbidis. Optimal Trading Under Instantaneous and Persistent Price Impact, Predictable Returns and Multiscale Stochastic Volatility. 2025.
MLA-Zitierstil (9. Ausg.)Chan, Patrick, et al. Optimal Trading Under Instantaneous and Persistent Price Impact, Predictable Returns and Multiscale Stochastic Volatility. 2025.
Achtung: Diese Zitate sind unter Umständen nicht zu 100% korrekt.