Switching between a pair of stocks: an optimal trading rule (Q2001567): Difference between revisions

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+On a New Paradigm for Stock Trading Via a Model-Free Feedback Controller
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+Trend Following Trading under a Regime Switching Model
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+An optimal pairs-trading rule
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+An optimal strategy for pairs trading under geometric Brownian motions
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+Trading a mean-reverting asset: buy low and sell high
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+Stock Trading: An Optimal Selling Rule
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