Pairs trading under delayed cointegration (Q5039626): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 12:06, 8 February 2024
scientific article; zbMATH DE number 7595440
Language | Label | Description | Also known as |
---|---|---|---|
English | Pairs trading under delayed cointegration |
scientific article; zbMATH DE number 7595440 |
Statements
Pairs trading under delayed cointegration (English)
0 references
30 September 2022
0 references
mean-variance pairs trading
0 references
stochastic delay differential equation
0 references
functional Itô's calculus
0 references
path-dependent effect
0 references