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"Optimal trading under non-negativity constraints using approximate dynamic ..."
Shahin Abbaszadeh, Tri-Dung Nguyen, Yue Wu (2018)
- Shahin Abbaszadeh, Tri-Dung Nguyen
, Yue Wu:
Optimal trading under non-negativity constraints using approximate dynamic programming. J. Oper. Res. Soc. 69(9): 1406-1422 (2018)
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