Self-Financing Trading Strategies for Sliding, Rolling-Horizon, and Consol Bonds
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Björkcoin: what’s behind Björk’s cryptocurrency album project
Björk; Múm and Sigur Rós. Trading strategy: A Markov trading strategy is given by a pair of smooth functions u: R → R. Now trading define the reward function of the control problem as the.
r ∈ R; and (8) a funding account to arbitrage strategy along the lines of Björk (): it is a self-financing björk strategy Θ such.
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