Pages that link to "Item:Q2440761"
From MaRDI portal
The following pages link to Trading a mean-reverting asset: buy low and sell high (Q2440761):
Displaying 34 items.
- Optimal switching strategy of a mean-reverting asset over multiple regimes (Q259389) (← links)
- Optimal switching for the pairs trading rule: a viscosity solutions approach (Q275316) (← links)
- An optimal mean-reversion trading rule under a Markov chain model (Q326803) (← links)
- Explicit solutions for an optimal stock selling problem under a Markov chain model (Q401059) (← links)
- A trend-following strategy: conditions for optimality (Q534275) (← links)
- Stock loan valuation under a regime-switching model with mean-reverting and finite maturity (Q601072) (← links)
- Building up an illiquid stock position subject to expected fund availability: optimal controls and numerical methods (Q681935) (← links)
- An optimal strategy for pairs trading under geometric Brownian motions (Q1626514) (← links)
- An investment model with switching costs and the option to abandon (Q1631180) (← links)
- Real option valuation for reserve capacity (Q1752795) (← links)
- Optimal switching under a hybrid diffusion model and applications to stock trading (Q1797135) (← links)
- Switching between a pair of stocks: an optimal trading rule (Q2001567) (← links)
- Optimal trading with a trailing stop (Q2020306) (← links)
- Speculative trading, prospect theory and transaction costs (Q2111243) (← links)
- An optimal trading rule under a switchable mean-reversion model (Q2247920) (← links)
- Markets with random lifetimes and private values: mean reversion and option to trade (Q2343114) (← links)
- Pairs trading: an optimal selling rule (Q2356558) (← links)
- Optimal Trend Following Trading Rules (Q2806822) (← links)
- BUY-LOW AND SELL-HIGH INVESTMENT STRATEGIES (Q2847244) (← links)
- A stochastic approximation algorithm for option pricing model calibration with a switchable market (Q3066992) (← links)
- Optimal Multiple Trading Times Under the Exponential OU Model with Transaction Costs (Q3458137) (← links)
- Stochastic Optimization Methods for Buying-Low-and-Selling-High Strategies (Q3633139) (← links)
- Optimal pair-trading strategy over long/short/square positions—empirical study (Q4554412) (← links)
- Analytic value function for optimal regime-switching pairs trading rules (Q4554446) (← links)
- A Stochastic Approximation Approach for Trend-Following Trading (Q4562480) (← links)
- MEAN REVERSION TRADING WITH SEQUENTIAL DEADLINES AND TRANSACTION COSTS (Q4608111) (← links)
- Optimal mean-reversion strategy in the presence of bid-ask spread and delays in capital allocations (Q4619542) (← links)
- Detecting Mean-Reverted Patterns in Algorithmic Pairs Trading (Q4922846) (← links)
- Optimal pair-trading strategy over long/short/square positions—empirical study (Q4957233) (← links)
- Pairs trading: an optimal selling rule under a regime switching model (Q4989153) (← links)
- Infinite-Horizon Optimal Switching Regions for a Pair-Trading Strategy with Quadratic Risk Aversion Considering Simultaneous Multiple Switchings: A Viscosity Solution Approach (Q4991679) (← links)
- Pairs Trading under Geometric Brownian Motion Models (Q5050093) (← links)
- OPTIMAL MEAN REVERSION TRADING WITH TRANSACTION COSTS AND STOP-LOSS EXIT (Q5256839) (← links)
- On theoretical foundations of mostly model-free cross-coupled simultaneously long-short stock trading controllers (Q6092460) (← links)
