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zbMath1235.91175MaRDI QIDQ3094162

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Publication date: 21 October 2011

Full work available at URL: http://ebooks.worldscinet.com/ISBN/9789814355711/9789814355711_0011.html

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

stochastic optimization stochastic approximation trading strategy

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Statistical methods; risk measures (91G70) Stochastic approximation (62L20)

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