Trading with propagators and constraints: applications to optimal execution and battery storage

Fuente: arXiv

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Bibliographic Details
Main Authors:	Jaber, Eduardo Abi, De Carvalho, Nathan, Pham, Huyên
Format:	Preprint
Published:	2024
Subjects:	Optimization and Control 49M05, 49M29, 93E20
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2409.12098