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1 Ergebnisse
1
High-frequency trading with fractional Brownian motion:
Guasoni P
;
Mishura Y
;
Rasonyi M
info:eu-repo/semantics/altIdentifier/wos/WOS:000576369300001. , 2021
Link:
https://hdl.handle.net/11585/855433
RT Journal T1 <Title>High-frequency trading with fractional Brownian motion</Title> UL https://suche.suub.uni-bremen.de/peid=base-ftunibolognairis:oai:cris.unibo.it:11585_855433&Exemplar=1&LAN=DE A1 Guasoni P A1 Mishura Y A1 Rasonyi M YR 2021 K1 Fractional Brownian motion K1 Transaction costs K1 High frequency Trading K1 Mean–variance optimisation JF info:eu-repo/semantics/altIdentifier/wos/WOS:000576369300001 LK http://dx.doi.org/https://hdl.handle.net/11585/855433 DO https://hdl.handle.net/11585/855433 SF ELIB - SuUB Bremen
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