"Multi-Period Trading via Convex Optimization."

Stephen P. Boyd et al. (2017)

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DOI: 10.1561/2400000023

access: closed

type: Journal Article

metadata version: 2020-10-26

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  - https://dblp.org/rec/journals/ftopt/BoydBDKKNS17
Stephen P. Boyd, Enzo Busseti, Steven Diamond, Ronald N. Kahn, Kwangmoo Koh, Peter Nystrup, Jan Speth:
Multi-Period Trading via Convex Optimization. Found. Trends Optim. 3(1): 1-76 (2017)

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