An optimal strategy for pairs trading under geometric Brownian motions (Q1626514): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 05:08, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | An optimal strategy for pairs trading under geometric Brownian motions |
scientific article |
Statements
An optimal strategy for pairs trading under geometric Brownian motions (English)
0 references
27 November 2018
0 references
pairs trading
0 references
optimal policy
0 references
quasi-variational inequalities
0 references