STOCHASTIC CONTROL APPROACH TO FUTURES TRADING

STOCHASTIC CONTROL APPROACH TO FUTURES TRADING

Author: Yang Zhou, Tim Leung
Publisher: World Scientific Publishing Company
Published date: 2024
ISBN: 9819807042

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Futures;Futures Trading;Dynamic Futures Trading;Finance;Quantitative Finance;Modelling;Finance Modelling;Stochastic;Stochastic Processes;Stochastic Models;Stochastic Modelling;Stochastic Control Approach;Securities;Financial Securities;Securities Trading;Commodity Trading Advisors;CTAs;Hedge Fund;Hedge Funds;Hedge Funds Industry;Trading Strategy;Trading Strategies;Pricing;Futures Contracts;Futures Contract Pricing;Portfolio;Portfolio Building;Finance Portfolio;Market Structure;Market Environment

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