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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