Pages that link to "Item:Q4554248"
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The following pages link to A stochastic model for commodity pairs trading (Q4554248):
Displaying 8 items.
- Optimal pairs trading with dynamic mean-variance objective (Q2238762) (← links)
- Bertram's pairs trading strategy with bounded risk (Q2673290) (← links)
- Pairs trading with a mean-reverting jump–diffusion model on high-frequency data (Q4619518) (← links)
- Optimal pair-trading strategy over long/short/square positions—empirical study (Q4957233) (← links)
- On the simulation of general tempered stable Ornstein–Uhlenbeck processes (Q5107760) (← links)
- Analytic value function for a pairs trading strategy with a Lévy-driven Ornstein–Uhlenbeck process (Q5139232) (← links)
- A flexible regime switching model with pairs trading application to the S&P 500 high-frequency stock returns (Q5235460) (← links)
- Pairs trading with topological data analysis (Q6492031) (← links)
