Pairs trading under delayed cointegration (Q5039626): Difference between revisions

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Latest revision as of 07:22, 30 July 2024

scientific article; zbMATH DE number 7595440
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English
Pairs trading under delayed cointegration
scientific article; zbMATH DE number 7595440

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    Pairs trading under delayed cointegration (English)
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    30 September 2022
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    mean-variance pairs trading
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    stochastic delay differential equation
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    functional Itô's calculus
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    path-dependent effect
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