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"Double-Execution Strategies Using Path Signatures."

Álvaro Cartea, Imanol Pérez Arribas, Leandro Sánchez-Betancourt (2022)

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DOI: 10.1137/21M1456467

access: closed

type: Journal Article

metadata version: 2023-06-26

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  - journals/siamfm/CarteaAS22
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Álvaro Cartea, Imanol Pérez Arribas, Leandro Sánchez-Betancourt:
Double-Execution Strategies Using Path Signatures. SIAM J. Financial Math. 13(4): 1379-1417 (2022)

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