On Robustness of Double Linear Trading with Transaction Costs

期刊文章

On Robustness of Double Linear Trading with Transaction Costs

IEEE Control Systems Letters, 卷.7, 頁碼.679-684

11/2022

DOI: https://doi.org/10.1109/LCSYS.2022.3218541

摘要

Stochastic Systems;Financial Engineering;Robust Control;Robustness

相關連結

指標

1 檢視次數

詳細資料

題名: On Robustness of Double Linear Trading with Transaction Costs
學術資源類型: 期刊文章
出版日期: 11/2022
出版資訊: IEEE Control Systems Letters, 卷.7, 頁碼.679-684
語言: 英語