An optimal strategy for pairs trading under geometric Brownian motions (Q1626514): Difference between revisions

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-.1007/s10957-017-1065-8
@@ Property / DOI: 10.1007/s10957-017-1065-8 / rank @@
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+An optimal pairs-trading rule
@@ Property / cites work: An optimal pairs-trading rule / rank @@
+Normal rank
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+Optimal time to invest when the price processes are geometric Brownian motions
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+.1007/S10957-017-1065-8
@@ Property / DOI: 10.1007/S10957-017-1065-8 / rank @@
+Normal rank