Model-based pairs trading in the bitcoin markets (Q4555101): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 16:21, 5 March 2024
scientific article; zbMATH DE number 6981220
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Model-based pairs trading in the bitcoin markets |
scientific article; zbMATH DE number 6981220 |
Statements
Model-based pairs trading in the bitcoin markets (English)
0 references
19 November 2018
0 references
stochastic control
0 references
pairs trading
0 references
Merton problem
0 references
cointegration
0 references
statistical arbitrage
0 references
