James, N., & Menzies, M. (2024). Detecting imbalanced financial markets through time-varying optimization and nonlinear functionals.
Cita Chicago Style (17a ed.)James, Nick, y Max Menzies. Detecting Imbalanced Financial Markets Through Time-varying Optimization and Nonlinear Functionals. 2024.
Cita MLA (9a ed.)James, Nick, y Max Menzies. Detecting Imbalanced Financial Markets Through Time-varying Optimization and Nonlinear Functionals. 2024.
Precaución: Estas citas no son 100% exactas.