Pages that link to "Item:Q2172552"
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The following pages link to Optimal pair-trade execution with generalized cross-impact (Q2172552):
Displaying 4 items.
- OPTIMAL MULTIPLE PAIRS TRADING STRATEGYUSING DERIVATIVE FREE OPTIMIZATIONUNDER ACTUAL INVESTMENT MANAGEMENT CONDITIONS (Q4596998) (← links)
- Cross-impact and no-dynamic-arbitrage (Q4628040) (← links)
- A discrete-time optimal execution problem with market prices subject to random environments (Q6081612) (← links)
- A characterisation of cross-impact kernels (Q6105369) (← links)