"Optimal liquidation of foreign currencies when FX rates follow a ..."

Linwei Li, Paul-Amaury Matt, Christian Heumann (2023)

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DOI: 10.1007/S10489-022-03280-2

access: closed

type: Journal Article

metadata version: 2023-01-15

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Linwei Li, Paul-Amaury Matt, Christian Heumann:
Optimal liquidation of foreign currencies when FX rates follow a generalised Ornstein-Uhlenbeck process. Appl. Intell. 53(2): 1391-1404 (2023)

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