Samuel E. Vazquez
- Gauge Invariance, Geometry and Arbitrage
2009/08/21 by Samuel E. Vazquez, Simone Farinelli, Vazquez, Samuel E. +1 · 1 citation
Economics, Econometrics and Finance · #Computational Finance (q-fin.CP) #FOS: Economics and business #Pricing of Securities (q-fin.PR) #q-fin.CP #q-fin.PR
- Optimal Trading with Alpha Predictors
2015/01/15 by Filippo Passerini, Passerini, Filippo, Samuel E. Vazquez +1 · 1 citation
Economics, Econometrics and Finance · #FOS: Economics and business #Trading and Market Microstructure (q-fin.TR) #q-fin.TR