A stochastic model for commodity pairs trading (Q4554248): Difference between revisions

@@ Property / full work available at URL @@
+https://doi.org/10.1080/14697688.2016.1211793
+Normal rank
@@ Property / OpenAlex ID @@
+W2483327239
@@ Property / OpenAlex ID: W2483327239 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3331506
@@ Property / cites work: Q3331506 / rank @@
+Normal rank
@@ Property / cites work @@
+A Test of Goodness of Fit
@@ Property / cites work: A Test of Goodness of Fit / rank @@
+Normal rank
@@ Property / cites work @@
+Efficient Estimation of First Passage Time Density Function for Jump-Diffusion Processes
+Normal rank
@@ Property / cites work @@
+Statistical arbitrage in the US equities market
@@ Property / cites work: Statistical arbitrage in the US equities market / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Modelling of Temperature Variations with a View Towards Weather Derivatives
+Normal rank
@@ Property / cites work @@
+Pairs trading based on statistical variability of the spread process
+Normal rank
@@ Property / cites work @@
+Pairs trading
@@ Property / cites work: Pairs trading / rank @@
+Normal rank
@@ Property / cites work @@
+Statistical arbitrage in the Black–Scholes framework
+Normal rank
@@ Property / cites work @@
+Q3462062
@@ Property / cites work: Q3462062 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3959169
@@ Property / cites work: Q3959169 / rank @@
+Normal rank
@@ Property / cites work @@
+Loss protection in pairs trading through minimum profit bounds: A cointegration approach
+Normal rank
@@ Property / cites work @@
+The Variance Gamma Process and Option Pricing
@@ Property / cites work: The Variance Gamma Process and Option Pricing / rank @@
+Normal rank
@@ Property / cites work @@
+Pairs trading: optimal thresholds and profitability
+Normal rank