---
title: Optimal Trading Strategies
url: https://www.ml-quant.com/papers/repec/kap-compec-v-62-y-2023-i-1-d-10-1007-s10614-022-10272-4/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: RePEc:kap:compec:v:62:y:2023:i:1:d:10.1007_s10614-022-10272-4
source_url: https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1007%2Fs10614-022-10272-4%3Bh%3Drepec%3Akap%3Acompec%3Av%3A62%3Ay%3A2023%3Ai%3A1%3Ad%3A10.1007_s10614-022-10272-4
featured: 2023-06-07
citations: unknown
topic: Trading, Microstructure & Execution
---


# Optimal Trading Strategies

Paper proposes optimal trading strategies using Heston stochastic volatility framework.

- Source: https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1007%2Fs10614-022-10272-4%3Bh%3Drepec%3Akap%3Acompec%3Av%3A62%3Ay%3A2023%3Ai%3A1%3Ad%3A10.1007_s10614-022-10272-4
- Identifier: RePEc:kap:compec:v:62:y:2023:i:1:d:10.1007_s10614-022-10272-4
- Released: 2023-06-07
- First featured: Quant Letter No. 3 (2023-06-07): https://www.ml-quant.com/issues/2023-06-07/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Trading, Microstructure & Execution

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