Autor:	Pavel S. Knopov, T. V. Pepelyaeva
Rok vydání:	2002
Předmět:	Microeconomics General Computer Science Markov chain Homogeneous Control (management) Pairs trade Trading strategy Business Security market Algorithmic trading computer.software_genre computer
Zdroj:	Cybernetics and Systems Analysis. 38:736-739
ISSN:	1060-0396
DOI:	10.1023/a:1021890910029
Popis:	Trading strategies and utility functions on securities market are considered. It is shown how to find an optimal strategy when the theory of controlled homogeneous Markov chains is used. A corresponding theorem is proved.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::a25e1f4f9d0aba3ea035d5067b9cb6b4 https://doi.org/10.1023/a:1021890910029 Zobrazit plný text záznamu Full text from SpringerLink