63 citations · 156 across the 19 of their papers we have counts for
1 paper · 2 filters
Jiatu Cai, Mathieu Rosenbaum, Peter Tankov
This is a companion paper to (Cai, Rosenbaum and Tankov, Asymptotic lower bounds for optimal tracking: a linear programming approach, arXiv:1510.04295). We consider a class of stra…