"Optimal trading under non-negativity constraints using approximate dynamic ..."

Shahin Abbaszadeh, Tri-Dung Nguyen, Yue Wu (2018)

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DOI: 10.1080/01605682.2017.1398201

access: closed

type: Journal Article

metadata version: 2020-06-08

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Shahin Abbaszadeh, Tri-Dung Nguyen, Yue Wu:
Optimal trading under non-negativity constraints using approximate dynamic programming. J. Oper. Res. Soc. 69(9): 1406-1422 (2018)

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