Tim Leung, Yang Zhou. A Stochastic Control Approach to Futures Trading with Regime Switching. In 2020 American Control Conference, ACC 2020, Denver, CO, USA, July 1-3, 2020. pages 2808-2813, IEEE, 2020. [doi]
@inproceedings{LeungZ20-0,
title = {A Stochastic Control Approach to Futures Trading with Regime Switching},
author = {Tim Leung and Yang Zhou},
year = {2020},
doi = {10.23919/ACC45564.2020.9147507},
url = {https://doi.org/10.23919/ACC45564.2020.9147507},
researchr = {https://researchr.org/publication/LeungZ20-0},
cites = {0},
citedby = {0},
pages = {2808-2813},
booktitle = {2020 American Control Conference, ACC 2020, Denver, CO, USA, July 1-3, 2020},
publisher = {IEEE},
isbn = {978-1-5386-8266-1},
}