<?xml version="1.0" encoding="US-ASCII"?>
<dblp>
<article key="journals/siamfm/KalsiLA20" mdate="2023-05-08">
<author>Jasdeep Kalsi</author>
<author>Terry J. Lyons</author>
<author>Imanol P&#233;rez Arribas</author>
<title>Optimal Execution with Rough Path Signatures.</title>
<pages>470-493</pages>
<year>2020</year>
<volume>11</volume>
<journal>SIAM J. Financial Math.</journal>
<number>2</number>
<ee>https://doi.org/10.1137/19M1259778</ee>
<url>db/journals/siamfm/siamfm11.html#KalsiLA20</url>
</article>
</dblp>
