RePEcTrading, Microstructure & Execution
Optimal Trading Strategies
Paper proposes optimal trading strategies using Heston stochastic volatility framework.
Featured in No. 3 on 7 Jun 2023 · on release day
- Released
- 7 Jun 2023
- First featured
- No. 3 · 7 Jun 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 21
- Identifier
- RePEc:kap:compec:v:62:y:2023:i:1:d:10.1007_s10614-022-10272-4
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).