High-frequency trading with fractional Brownian motion

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Location: Deutsche Nationalbibliothek Frankfurt am Main

ISSN: 1432-1122

Extent: Online-Ressource

Language: Englisch

Notes: online resource.

Bibliographic citation: High-frequency trading with fractional Brownian motion ; day:8 ; month:10 ; year:2020 ; pages:1-34
Finance and stochastics ; (8.10.2020), 1-34

Classification: Wirtschaft

Creator: Guasoni, Paolo
Mišura, Julija S.
Rásonyi, Miklós

Contributor: SpringerLink (Online service)

DOI: 10.1007/s00780-020-00439-y

URN: urn:nbn:de:101:1-2020112318584215599604

Rights: Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.

Last update: 15.08.2025, 7:27 AM CEST

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Guasoni, Paolo
Mišura, Julija S.
Rásonyi, Miklós
SpringerLink (Online service)

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High-frequency trading with fractional Brownian motion

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