Signature-Based Optimal Execution under Monotone Constraints: Motivation from China’s T+1 Trading Rule

HE Yinjie, GUO Jian, ZHAO Yanlong

Journal of Systems Science & Complexity ›› 2026

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中国科学院数学与系统科学研究院期刊网
JSSC
PDF(711 KB)
Journal of Systems Science & Complexity ›› 2026

Signature-Based Optimal Execution under Monotone Constraints: Motivation from China’s T+1 Trading Rule

  • HE Yinjie1,2, GUO Jian3, ZHAO Yanlong1,2
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