Stochastic Optimization Methods for Buying-Low-and-Selling-High Strategies

DOI10.1080/07362990902844181zbMath1163.62341OpenAlexW2021732440MaRDI QIDQ3633139

Qingshuo Song, Qing Zhang, G. George Yin

Publication date: 17 June 2009

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362990902844181

zbMATH Keywords

numerical methodstochastic approximationstock trading

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Optimal stochastic control (93E20) Stochastic approximation (62L20) Auctions, bargaining, bidding and selling, and other market models (91B26)

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