Optimal trading of a basket of futures contracts (Q2191860): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2998396803
@@ Property / OpenAlex ID: W2998396803 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.04943
@@ Property / arXiv ID: 1910.04943 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal dynamic basis trading
@@ Property / cites work: Optimal dynamic basis trading / rank @@
+Normal rank
@@ Property / cites work @@
+Q3160497
@@ Property / cites work: Q3160497 / rank @@
+Normal rank
@@ Property / cites work @@
+Controlled Markov processes and viscosity solutions
+Normal rank
@@ Property / cites work @@
+Q4002114
@@ Property / cites work: Q4002114 / rank @@
+Normal rank
@@ Property / cites work @@
+Speculative futures trading under mean reversion
@@ Property / cites work: Speculative futures trading under mean reversion / rank @@
+Normal rank
@@ Property / cites work @@
+Riccati differential equations
@@ Property / cites work: Riccati differential equations / rank @@
+Normal rank
@@ Property / Wikidata QID @@
+Q126420540
@@ Property / Wikidata QID: Q126420540 / rank @@
+Normal rank