Optimal Trading with Linear and (small) Non-Linear Costs - A. Rej, R. Benichou, J. de Lataillade, G. Zérah, J. -Ph. Bouchaud

Optimal Trading with Linear and (small) Non-Linear Costs - A. Rej, R. Benichou, J. de Lataillade, G. Zérah, J. -Ph. Bouchaud | Arena