OPTIMAL MEAN REVERSION TRADING WITH TRANSACTION COSTS AND STOP-LOSS EXIT (Q5256839): Difference between revisions

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+.5062
@@ Property / arXiv ID: 1411.5062 / rank @@
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+DIFFUSION MODELS FOR EXCHANGE RATES IN A TARGET ZONE
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+Dynamic pairs trading using the stochastic control approach
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+BUY-LOW AND SELL-HIGH INVESTMENT STRATEGIES
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+Trading a mean-reverting asset: buy low and sell high
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@@ Property / OpenAlex ID @@
+W3125262548
@@ Property / OpenAlex ID: W3125262548 / rank @@
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