Solvability of Differential Riccati Equations and Applications to Algorithmic Trading with Signals

Published in Applied Mathematical Finance, 2022

Recommended citation: Fayçal Drissi (2022) Solvability of Differential Riccati Equations and Applications to Algorithmic Trading with Signals, Applied Mathematical Finance, 29:6, 457-493, DOI: 10.1080/1350486X.2023.2241130
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