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

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+Han-Qin Zhang
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1007/s10957-017-1065-8
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+W2582976809
@@ Property / OpenAlex ID: W2582976809 / rank @@
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@@ Property / cites work @@
+An optimal pairs-trading rule
@@ Property / cites work: An optimal pairs-trading rule / rank @@
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@@ Property / cites work @@
+Optimal time to invest when the price processes are geometric Brownian motions
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