Model-based pairs trading in the bitcoin markets (Q4555101): Difference between revisions

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+Q3511639
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+Statistical arbitrage in the US equities market
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+A Note on Merton's Portfolio Selection Problem for the Schwartz Mean-Reversion Model
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+ALGORITHMIC TRADING OF CO-INTEGRATED ASSETS
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+Mean-variance portfolio selection of cointegrated assets
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+Option valuation with co-integrated asset prices
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+Q4032143
@@ Property / cites work: Q4032143 / rank @@
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+Costly arbitrage through pairs trading
@@ Property / cites work: Costly arbitrage through pairs trading / rank @@
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+OPTIMAL MEAN REVERSION TRADING WITH TRANSACTION COSTS AND STOP-LOSS EXIT
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+Optimum consumption and portfolio rules in a continuous-time model
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+Optimal Asset Allocation under Forward Exponential Performance Criteria
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+Optimal switching for the pairs trading rule: a viscosity solutions approach
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+Continuous-time stochastic control and optimization with financial applications
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+Dynamic pairs trading using the stochastic control approach
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+Publication:4555101