An optimal pairs-trading rule (Q2350749): Difference between revisions
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Latest revision as of 03:42, 18 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An optimal pairs-trading rule |
scientific article |
Statements
An optimal pairs-trading rule (English)
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25 June 2015
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pairs trading
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optimal stopping
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quasi-variational inequalities
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mean-reverting process
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