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.

Detalles Bibliográficos
Autores principales: Boyd, Stephen, Busseti, Enzo, Diamond, Steven, Kahn, Ronald N, Koh, Kwangmoo, Nystrup, Peter, Speth, Jan
Lenguaje:eng
Publicado: Now Publishers 2017
Materias:
XX
Acceso en línea:http://cds.cern.ch/record/2762155
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author Boyd, Stephen
Busseti, Enzo
Diamond, Steven
Kahn, Ronald N
Koh, Kwangmoo
Nystrup, Peter
Speth, Jan
author_facet Boyd, Stephen
Busseti, Enzo
Diamond, Steven
Kahn, Ronald N
Koh, Kwangmoo
Nystrup, Peter
Speth, Jan
author_sort Boyd, Stephen
collection CERN
description 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.
id cern-2762155
institution Organización Europea para la Investigación Nuclear
language eng
publishDate 2017
publisher Now Publishers
record_format invenio
spelling cern-27621552021-04-21T16:39:15Zhttp://cds.cern.ch/record/2762155engBoyd, StephenBusseti, EnzoDiamond, StevenKahn, Ronald NKoh, KwangmooNystrup, PeterSpeth, JanMulti-period trading via convex optimizationXXThis 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.Now Publishersoai:cds.cern.ch:27621552017
spellingShingle XX
Boyd, Stephen
Busseti, Enzo
Diamond, Steven
Kahn, Ronald N
Koh, Kwangmoo
Nystrup, Peter
Speth, Jan
Multi-period trading via convex optimization
title Multi-period trading via convex optimization
title_full Multi-period trading via convex optimization
title_fullStr Multi-period trading via convex optimization
title_full_unstemmed Multi-period trading via convex optimization
title_short Multi-period trading via convex optimization
title_sort multi-period trading via convex optimization
topic XX
url http://cds.cern.ch/record/2762155
work_keys_str_mv AT boydstephen multiperiodtradingviaconvexoptimization
AT bussetienzo multiperiodtradingviaconvexoptimization
AT diamondsteven multiperiodtradingviaconvexoptimization
AT kahnronaldn multiperiodtradingviaconvexoptimization
AT kohkwangmoo multiperiodtradingviaconvexoptimization
AT nystruppeter multiperiodtradingviaconvexoptimization
AT spethjan multiperiodtradingviaconvexoptimization

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