TY - GEN
AU - Guasoni, Paolo
AU - Mišura, Julija S.
AU - Rásonyi, Miklós
TI - High-frequency trading with Fractional Brownian Motion
PB - Financial Mathematics and Computation Research Cluster
KW - fractional Brownian motion
KW - transaction costs
KW - high frequency
KW - trading
KW - Graue Literatur
PY - [2020]
BT - Michael J. Brennan Irish finance working paper series research paper ; no. 20, 5
CY - [Dublin]
UR - http://slubdd.de/katalog?TN_libero_mab2
ER -
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