Optimal Trading Of An Asset In The Open Market: A Dynamic Programming Approach

DOI10.1080/03155986.2000.11732416OpenAlexW2407487927MaRDI QIDQ5888139

No author found.

Publication date: 21 April 2023

Published in: INFOR: Information Systems and Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03155986.2000.11732416

zbMATH Keywords

probability modelsdynamic programmingdecision analysis

Mathematics Subject Classification ID

Operations research, mathematical programming (90-XX)

Related Items (1)

Buying and selling an asset over the finite time horizon: a non-parametric approach

This page was built for publication: Optimal Trading Of An Asset In The Open Market: A Dynamic Programming Approach