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

Gespeichert in:
Bibliographische Detailangaben
1. Verfasser: Boyd, Stephen P. 1958- (VerfasserIn)
Format: Elektronisch E-Book
Sprache:English
Veröffentlicht: Norwell, MA Now Publishers 2016
Schriftenreihe:Foundations and trends in optimization Vol. 3, no. 1 (2016)
Schlagworte:
Online-Zugang:TUM01
Zusammenfassung: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
Beschreibung:Description based on publisher supplied metadata and other sources
Beschreibung:1 online resource (83 pages)
ISBN:9781680833294

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