Generalization of Affine Feedback Stock Trading Results to Include Stop-Loss Orders

期刊文章

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Automatica, 卷.136, 頁碼.11051:1-11051:7

02/2022

摘要

Financial Engineering

Stochastic Systems

Stop Order

Algorithmic Trading

2 檢視次數

題名: Generalization of Affine Feedback Stock Trading Results to Include Stop-Loss Orders
創作者：: 宗翰謝 (作者) - Department of Quantitative Finance
學術資源類型: 期刊文章
出版日期: 02/2022
出版資訊: Automatica, 卷.136, 頁碼.11051:1-11051:7
語言: 英語
備註: SCIE/EI, IF: 6.4, SJR Rank 2 journal in Control and Systems Engineering