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

Fuente: arXiv

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Détails bibliographiques
Auteurs principaux:	Jaber, Eduardo Abi, De Carvalho, Nathan, Pham, Huyên
Format:	Preprint
Publié:	2024
Sujets:	Optimization and Control 49M05, 49M29, 93E20
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

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