High-frequency trading with fractional Brownian motion
Crossref DOI link: https://doi.org/10.1007/s00780-020-00439-y
Published Online: 2020-10-08
Published Print: 2021-04
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Guasoni, Paolo
Mishura, Yuliya
Rásonyi, Miklós
Text and Data Mining valid from 2020-10-08
Version of Record valid from 2020-10-08
Article History
Received: 13 August 2019
Accepted: 10 July 2020
First Online: 8 October 2020