OPTIMAL MEAN REVERSION TRADING WITH TRANSACTION COSTS AND STOP-LOSS EXIT (Q5256839): Difference between revisions
From MaRDI portal
Set profile property. |
Created claim: Wikidata QID (P12): Q56003561, #quickstatements; #temporary_batch_1711055989931 |
||
| Property / Wikidata QID | |||
| Property / Wikidata QID: Q56003561 / rank | |||
Normal rank | |||
Revision as of 03:07, 22 March 2024
scientific article; zbMATH DE number 6452371
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | OPTIMAL MEAN REVERSION TRADING WITH TRANSACTION COSTS AND STOP-LOSS EXIT |
scientific article; zbMATH DE number 6452371 |
Statements
OPTIMAL MEAN REVERSION TRADING WITH TRANSACTION COSTS AND STOP-LOSS EXIT (English)
0 references
29 June 2015
0 references
optimal double stopping
0 references
mean reversion trading
0 references
Ornstein-Uhlenbeck process
0 references
stop-loss
0 references
