A Novel Strategy for the 2005 Penn–Lehman Automated Trading Competition Rahul Savani and Ben Veal Department of Mathematics, London School of Economics Houghton St, London WC2A 2AE, United Kingdom email:

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Date: 2017-04-12 10:30:36		A Novel Strategy for the 2005 Penn–Lehman Automated Trading Competition Rahul Savani and Ben Veal Department of Mathematics, London School of Economics Houghton St, London WC2A 2AE, United Kingdom email: Add to Reading List Source URL: www.cdam.lse.ac.uk Download Document from Source Website File Size: 181,90 KB Share Document on Facebook