Abe Webb. Applications of fractional stochastic volatility models to market microstructure theory and optimal execution strategies. Frontiers Appl. Math. Stat., 10, 2024. [doi]
@article{Webb24,
title = {Applications of fractional stochastic volatility models to market microstructure theory and optimal execution strategies},
author = {Abe Webb},
year = {2024},
doi = {10.3389/fams.2024.1456746},
url = {https://doi.org/10.3389/fams.2024.1456746},
researchr = {https://researchr.org/publication/Webb24},
cites = {0},
citedby = {0},
journal = {Frontiers Appl. Math. Stat.},
volume = {10},
}