
High dimensional Markovian trading of a single stock
Author(s) -
Robert J. Elliott,
Dilip B. Madan,
King Wang
Publication year - 2022
Publication title -
frontiers of mathematical finance
Language(s) - English
Resource type - Journals
ISSN - 2769-6715
DOI - 10.3934/fmf.2022001
Subject(s) - mathematics , valuation (finance) , liberian dollar , finance , economics