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"Optimal Signal-Adaptive Trading with Temporary and Transient Price Impact."

Eyal Neuman, Moritz Voß (2022)

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DOI: 10.1137/20M1375486

access: closed

type: Journal Article

metadata version: 2022-10-02

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  - https://dblp.org/rec/journals/siamfm/NeumanV22
Eyal Neuman, Moritz Voß:
Optimal Signal-Adaptive Trading with Temporary and Transient Price Impact. SIAM J. Financial Math. 13(2): 551-575 (2022)

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