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

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+Optimal dynamic basis trading
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+Normal rank
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+Q3160497
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+Controlled Markov processes and viscosity solutions
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+Q4002114
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+Speculative futures trading under mean reversion
@@ Property / cites work: Speculative futures trading under mean reversion / rank @@
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+Riccati differential equations
@@ Property / cites work: Riccati differential equations / rank @@
+Normal rank