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Multi-period Trading Via Convex Optimization, Paperback by Boyd, Stephen; Busseti, Enzo; Diamond, Steven; Kahn, Ronald N.; Koh, Kwangmoo, ISBN 1680833286, ISBN-13 9781680833287, Like New Used, Free shipping in the US Multi-Period Trading via Convex Optimization collects in one place the basic definitions, a careful description of the model, and discussion of how convex optimization can be used in multi-period trading, all in a common notation and framework.
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