An optimal pairs-trading rule (Q2350749): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2237183768 / rank | |||
Normal rank | |||
Revision as of 21:51, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An optimal pairs-trading rule |
scientific article |
Statements
An optimal pairs-trading rule (English)
0 references
25 June 2015
0 references
pairs trading
0 references
optimal stopping
0 references
quasi-variational inequalities
0 references
mean-reverting process
0 references
