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

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Latest revision as of 10:33, 30 July 2024

scientific article; zbMATH DE number 6452371
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English
OPTIMAL MEAN REVERSION TRADING WITH TRANSACTION COSTS AND STOP-LOSS EXIT
scientific article; zbMATH DE number 6452371

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    OPTIMAL MEAN REVERSION TRADING WITH TRANSACTION COSTS AND STOP-LOSS EXIT (English)
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    29 June 2015
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    optimal double stopping
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    mean reversion trading
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    Ornstein-Uhlenbeck process
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    stop-loss
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