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2012 SIAM Annual Meeting • SIAM Conference on Financial Mathematics & Engineering 105 FM12 Program FM12 Program 106 2012 SIAM Annual Meeting • SIAM Conference on…

Documents Lorenz - Optimal Trading Algorithms

Diss. ETH No. 17746 Optimal Trading Algorithms: Portfolio Transactions, Multiperiod Portfolio Selection, and Competitive Online Search A dissertation submitted to the ETH…