High-frequency trading with fractional Brownian motion (Q2022763)
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scientific article; zbMATH DE number 7341438
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | High-frequency trading with fractional Brownian motion |
scientific article; zbMATH DE number 7341438 |
Statements
High-frequency trading with fractional Brownian motion (English)
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29 April 2021
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fractional Brownian motion
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transaction costs
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high frequency
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trading
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mean-variance optimisation
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0.8843404
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0.8794616
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0.87542415
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0.84969336
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0.8478973
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