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

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
Created claim: Wikidata QID (P12): Q126420540, #quickstatements; #temporary_batch_1721940658196
 
(5 intermediate revisions by 5 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2998396803 / rank
 
Normal rank
Property / arXiv ID
 
Property / arXiv ID: 1910.04943 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal dynamic basis trading / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3160497 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Controlled Markov processes and viscosity solutions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4002114 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Speculative futures trading under mean reversion / rank
 
Normal rank
Property / cites work
 
Property / cites work: Riccati differential equations / rank
 
Normal rank
Property / Wikidata QID
 
Property / Wikidata QID: Q126420540 / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 21:52, 25 July 2024

scientific article
Language Label Description Also known as
English
Optimal trading of a basket of futures contracts
scientific article

    Statements

    Optimal trading of a basket of futures contracts (English)
    0 references
    0 references
    0 references
    26 June 2020
    0 references
    futures
    0 references
    stochastic basis
    0 references
    Brownian bridge
    0 references
    utility maximization
    0 references

    Identifiers