Optimal trading of a basket of futures contracts (Q2191860)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal trading of a basket of futures contracts |
scientific article |
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Optimal trading of a basket of futures contracts (English)
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26 June 2020
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futures
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stochastic basis
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Brownian bridge
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utility maximization
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