BibTeX record journals/siamfm/BergaultDG22

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@article{DBLP:journals/siamfm/BergaultDG22,
  author       = {Philippe Bergault and
                  Fay{\c{c}}al Drissi and
                  Olivier Gu{\'{e}}ant},
  title        = {Multi-asset Optimal Execution and Statistical Arbitrage Strategies
                  under Ornstein-Uhlenbeck Dynamics},
  journal      = {{SIAM} J. Financial Math.},
  volume       = {13},
  number       = {1},
  pages        = {353--390},
  year         = {2022},
  url          = {https://doi.org/10.1137/21m1407756},
  doi          = {10.1137/21M1407756},
  timestamp    = {Fri, 01 Jul 2022 09:16:00 +0200},
  biburl       = {https://dblp.org/rec/journals/siamfm/BergaultDG22.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
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