Multi-Period Trading Via Convex Optimization
Multi-Period Trading Via Convex Optimization
Enzo Busseti, Ronald N. Kahn, Kwangmoo Koh, Stephen Boyd, Steven Diamond
Details
- OL Work ID
- OL28322203W
Subjects
Convex programming
Enzo Busseti, Ronald N. Kahn, Kwangmoo Koh, Stephen Boyd, Steven Diamond