Optimal trading of a basket of futures contracts
Crossref DOI link: https://doi.org/10.1007/s10436-019-00357-w
Published Online: 2020-01-01
Published Print: 2020-06
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Angoshtari, Bahman http://orcid.org/0000-0003-1415-4062
Leung, Tim
Text and Data Mining valid from 2020-01-01
Version of Record valid from 2020-01-01
Article History
Received: 10 October 2019
Accepted: 19 December 2019
First Online: 1 January 2020