Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
Results
Showing 1 to 3 of 3 for “"Optimal Trading Strategies"”.
-
Optimal Trading Strategies Under Arbitrage
… part demonstrates how explicit formulas for optimal trading strategies in terms of minimal required initial capital can be derived in order to replicate a given terminal wealth in a continuous-time Markovian context. Towards this end, only the existence of a square-integrable market price of …
-
Optimal trading strategies vs. a statistical adversary
Thesis (M.S.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer Science, 1994.
-
Cryptomarket analysis: optimal liquidation and market efficiency study
Esta tesis doctoral presenta una investigación profunda sobre la liquidación óptima de activos en criptomonedas y el análisis de la dinámica del mercado bajo la Hipótesis de Mercado Eficiente Débil (WEMH) en diversas criptomonedas. El primer artículo de la tesis se centra en la liquidación de …