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Jasdeep Kalsi
Publication Activity (10 Years)
Years Active: 2020-2020
Publications (10 Years): 1
Top Topics
Optimal Path
Signature Verification
Website
Top Venues
SIAM J. Financial Math.
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Publications
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Jasdeep Kalsi
,
Terry J. Lyons
,
Imanol Perez Arribas
Optimal Execution with Rough Path Signatures.
SIAM J. Financial Math.
11 (2) (2020)