On Stock Trading Via Feedback Control When Underlying Stock Returns Are Discontinuous

DOI10.1109/TAC.2016.2605743zbMath1369.91199OpenAlexW2141592834MaRDI QIDQ5352648

Michael Heinrich Baumann

Publication date: 8 September 2017

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.2016.2605743

Mathematics Subject Classification ID

Feedback control (93B52) Financial applications of other theories (91G80)

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