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Ex-Post Optimal Strategy for the Trading of a Single Financial Asset

Author

Listed:
  • Olivier Brandouy

    (LEM - Lille - Economie et Management - Université de Lille, Sciences et Technologies - CNRS - Centre National de la Recherche Scientifique)

  • Philippe Mathieu

    (LIFL - Laboratoire d'Informatique Fondamentale de Lille - Université de Lille, Sciences et Technologies - Inria - Institut National de Recherche en Informatique et en Automatique - Université de Lille, Sciences Humaines et Sociales - CNRS - Centre National de la Recherche Scientifique, SMAC - Systèmes Multi-Agents et Comportements - CRIStAL - Centre de Recherche en Informatique, Signal et Automatique de Lille - UMR 9189 - Centrale Lille - Université de Lille - CNRS - Centre National de la Recherche Scientifique)

  • Iryna Veryzhenko

    (LIFL - Laboratoire d'Informatique Fondamentale de Lille - Université de Lille, Sciences et Technologies - Inria - Institut National de Recherche en Informatique et en Automatique - Université de Lille, Sciences Humaines et Sociales - CNRS - Centre National de la Recherche Scientifique, SMAC - Systèmes Multi-Agents et Comportements - CRIStAL - Centre de Recherche en Informatique, Signal et Automatique de Lille - UMR 9189 - Centrale Lille - Université de Lille - CNRS - Centre National de la Recherche Scientifique)

Abstract

No abstract is available for this item.

Suggested Citation

  • Olivier Brandouy & Philippe Mathieu & Iryna Veryzhenko, 2009. "Ex-Post Optimal Strategy for the Trading of a Single Financial Asset," Post-Print hal-00731977, HAL.
    • Handle: RePEc:hal:journl:hal-00731977
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