Mechanics of good trade execution in the framework of linear temporary market impact (2020)

First Author: Bellani C

Attributed to: Geometric methods for dimensionality reductions of stochastic (partial) differential equations with applications to signal processing and finance funded by EPSRC

No abstract provided

Type: Journal Article/Review

Parent Publication: Quantitative Finance

Issue: 1

ISSN: 14697696 14697688