"Algorithmic Trading with Model Uncertainty."

Álvaro Cartea, Ryan Donnelly, Sebastian Jaimungal (2017)

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DOI: 10.1137/16M106282X

access: closed

type: Journal Article

metadata version: 2024-02-05

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Álvaro Cartea, Ryan Donnelly, Sebastian Jaimungal:
Algorithmic Trading with Model Uncertainty. SIAM J. Financial Math. 8(1): 635-671 (2017)

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