Pages that link to "Item:Q5247231"
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The following pages link to Dynamic option hedging via stochastic model predictive control based on scenario simulation (Q5247231):
Displayed 4 items.
- Model predictive control for optimal pairs trading portfolio with gross exposure and transaction cost constraints (Q1627827) (← links)
- Competitive equilibriums and social shaping for multi-agent systems (Q2097843) (← links)
- Multi-period portfolio selection with drawdown control (Q2288940) (← links)
- Model predictive control design for constrained Markov jump bilinear stochastic systems with an application in finance (Q5026618) (← links)