"Trading Strategies of a Leveraged ETF in a Continuous Double Auction ..."

Isao Yagi, Shunya Maruyama, Takanobu Mizuta (2020)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2020-11-03

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-2010-13036
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  persistent URL:
  - https://dblp.org/rec/journals/corr/abs-2010-13036
Isao Yagi, Shunya Maruyama, Takanobu Mizuta:
Trading Strategies of a Leveraged ETF in a Continuous Double Auction Market Using an Agent-Based Simulation. CoRR abs/2010.13036 (2020)

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