Optimal Dynamic Trading Strategies with Risk Limits
| Year of publication: |
2008
|
|---|---|
| Authors: | Cuoco, Domenico ; He, Hua ; Isaenko, Sergei |
| Published in: |
Operations research : the journal of the Operations Research Society of America. - Linthicum, Md : INFORMS, ISSN 0030-364X, ZDB-ID 1233890. - Vol. 56.2008, 2, p. 358-368
|