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Mathematics
2017-07-28 2017-07-28

Multi-Period Trading Via Convex Optimization

Author: Stephen Boyd
Publisher:
ISBN: 9781680833287
Category : Mathematics
Languages : en
Pages : 92

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Book Description
This monograph 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.