A dynamic trading model for use with a one step ahead optimal strategy
Amit Bhaya, Eugenius Kaszkurewicz, Leonardo Valente Ferreira
| Year of publication: |
2024
|
|---|---|
| Authors: | Bhaya, Amit ; Kaszkurewicz, Eugenius ; Ferreira, Leonardo Valente |
| Subject: | Dynamic trading | Linear programming | One step ahead optimal control | Discrete-time dynamical systems | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Dynamische Optimierung | Dynamic programming |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-023-10375-6 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014549127