1

Pairs trading under transaction costs using model predictive control

Year:
2018
Language:
english
File:
PDF, 935 KB
english, 2018
3

A moment computation algorithm for the error in discrete dynamic hedging

Year:
2006
Language:
english
File:
PDF, 239 KB
english, 2006
5

A new computational tool for analysing dynamic hedging under transaction costs

Year:
2008
Language:
english
File:
PDF, 188 KB
english, 2008
14

VALUE-AT-RISK ESTIMATION FOR DYNAMIC HEDGING

Year:
2002
Language:
english
File:
PDF, 295 KB
english, 2002
15

Trader Behavior and its Effect on Asset Price Dynamics

Year:
2009
Language:
english
File:
PDF, 739 KB
english, 2009
16

Investment Science, Second Edition [Book review]

Year:
2014
Language:
english
File:
PDF, 892 KB
english, 2014
19

Feasibility and stability of constrained finite receding horizon control

Year:
2000
Language:
english
File:
PDF, 146 KB
english, 2000
22

The analysis of optimization based controllers

Year:
2001
Language:
english
File:
PDF, 118 KB
english, 2001
23

Comparison of nonlinear control design techniques on a model of the Caltech ducted fan

Year:
2001
Language:
english
File:
PDF, 155 KB
english, 2001
33

On a New Paradigm for Stock Trading Via a Model-Free Feedback Controller

Year:
2015
Language:
english
File:
PDF, 585 KB
english, 2015
36

Comparison of nonlinear control designs for a ducted fan model

Year:
1999
Language:
english
File:
PDF, 3.77 MB
english, 1999