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Multi-period trading via convex optimization
This monograph collects in one place the basic definitions, a careful description of the model, and discussion of how convex optimization can be used in multi-period trading, all in a common notation and framework.
| Autores principales: | , , , , , , |
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| Lenguaje: | eng |
| Publicado: |
Now Publishers
2017
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| Materias: | |
| Acceso en línea: | http://cds.cern.ch/record/2762155 |