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"Asymptotically Optimal Algorithm for Short-Term Trading Based on the ..."

Vladimir V. V'yugin, Vladimir G. Trunov (2012)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2018-08-13

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-1205-3767
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  persistent URL:
  - https://dblp.org/rec/journals/corr/abs-1205-3767
Vladimir V. V'yugin, Vladimir G. Trunov:
Asymptotically Optimal Algorithm for Short-Term Trading Based on the Method of Calibration. CoRR abs/1205.3767 (2012)

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