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"Optimal Trading with Signals and Stochastic Price Impact."

Jean-Pierre Fouque, Sebastian Jaimungal, Yuri F. Saporito (2022)

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DOI: 10.1137/21M1394473

access: closed

type: Journal Article

metadata version: 2023-05-17

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  - journals/siamfm/FouqueJS22
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  - https://dblp.org/rec/journals/siamfm/FouqueJS22
Jean-Pierre Fouque, Sebastian Jaimungal, Yuri F. Saporito:
Optimal Trading with Signals and Stochastic Price Impact. SIAM J. Financial Math. 13(3): 944-968 (2022)

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