Speculative futures trading under mean reversion (Q1627723): Difference between revisions

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+.04210
@@ Property / arXiv ID: 1601.04210 / rank @@
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+Q5263525
@@ Property / cites work: Q5263525 / rank @@
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@@ Property / cites work @@
+The Valuation of Volatility Options
@@ Property / cites work: The Valuation of Volatility Options / rank @@
+Normal rank
@@ Property / cites work @@
+OPTIMAL MEAN REVERSION TRADING WITH TRANSACTION COSTS AND STOP-LOSS EXIT
+Normal rank
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+Optimal starting–stopping and switching of a CIR process with fixed costs
+Normal rank
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+Optimal Multiple Trading Times Under the Exponential OU Model with Transaction Costs
+Normal rank
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+RISK PREMIA AND OPTIMAL LIQUIDATION OF CREDIT DERIVATIVES
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+The Mathematics of Financial Derivatives
@@ Property / cites work: The Mathematics of Financial Derivatives / rank @@
+Normal rank