Stephen Boyd
Multi-Period Trading via Convex Optimization - Foundations and Trends in Optimization Stephen Boyd

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Multi-Period Trading via Convex Optimization - Foundations and Trends in Optimization

Stephen Boyd

Multi-Period Trading via Convex Optimization collects in one place the basic definitions, a careful description of the model, and discussion of how convex optimization can be used in multi-period trading, all in a common notation and framework.

88 pages

介质类型	图书 Paperback Book (平装胶订图书)
已发行	2017年8月8日
ISBN13	9781680833287
出版商	now publishers Inc
页数	88
商品尺寸	150 × 220 × 10 mm · 140 g
语言	英语