Generalization of affine feedback stock trading results to include stop-loss orders (Q2063816): Difference between revisions

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Property / DOI: 10.1016/j.automatica.2021.110051 / rank
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Latest revision as of 22:29, 16 December 2024

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Generalization of affine feedback stock trading results to include stop-loss orders
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    Generalization of affine feedback stock trading results to include stop-loss orders (English)
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    3 January 2022
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    affine feedback
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    stochastic financial systems
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    stopping time
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    geometric Brownian motion
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    stock trading
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