This monograph collects in one place the basic de?nitions, 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.
| Author: Stephen Boyd, Enzo Busseti, Steven Diamond, Ronald N. Kahn, Kwangmoo Koh, Peter Nystrup, Jan Spethmann
| Publisher: Now Publishers Inc
| Publication Date: Aug 08, 2017
| Number of Pages: 92 pages
| Language: English
| Binding: Paperback
| ISBN-10: 1680833286
| ISBN-13: 9781680833287
Additional Information
Author:
Stephen Boyd, Enzo Busseti, Steven Diamond, Ronald N. Kahn, Kwangmoo Koh, Peter Nystrup, Jan Spethmann