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Optimal Trading under Instantaneous and Persistent Price Impact, Predictable Returns and Multiscale Stochastic Volatility

Fuente: arXiv

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Detalles Bibliográficos
Autores principales:	Chan, Patrick, Sircar, Ronnie, Zimbidis, Iosif
Formato:	Preprint
Publicado:	2025
Materias:	Computational Finance Mathematical Finance Portfolio Management Trading and Market Microstructure 91G10 (Primary), 93E20, 60H10 (Secondary)
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

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