先物取引への確率制御のアプローチ
Stochastic Control Approach To Futures Trading
Modern Trends In Financial Engineering
Leung, Tim Siu-tang
Zhou, Yang
- 出版社：World Scientific
- 出版年月：2024年 11月
- ISBN：9789811282744
- 装丁：HRD
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装丁について
- 言語：ENG
- 巻数・ページ数：176 p.
- 内容紹介：
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The authors analyze the mathematical problems associated with futures trading problems in different market environments. A series of numerical examples are presented to illustrate the optimal trading strategies. In addition, analytic formulas and numerical methods are provided for fast implementation.