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Multi-Period Trading via Convex Optimization
part of the Foundations and Trends in Optimization series
- Binding:
- Paperback
- Pages:
- 88
- Published:
- August 7, 2017
Delivery:
1-2 weeks
Expected delivery: December 5, 2024
Description of Multi-Period Trading via Convex Optimization
Multi-Period Trading via Convex Optimization 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.
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