Optimal convergence trading with unobservable pricing errors (Q2241060)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal convergence trading with unobservable pricing errors |
scientific article |
Statements
Optimal convergence trading with unobservable pricing errors (English)
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8 November 2021
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optimal control
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convergence trade
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regime-switching
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partial information
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