Optimal convergence trading with unobservable pricing errors (Q2241060)

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Optimal convergence trading with unobservable pricing errors
scientific article

    Statements

    title
    Optimal convergence trading with unobservable pricing errors (English)
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    author
    Sühan Altay
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    Katia Colaneri
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    Zehra Eksi
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    publication date
    8 November 2021
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    zbMATH Keywords
    optimal control
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    convergence trade
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    regime-switching
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    partial information
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    Identifiers

    zbMATH DE Number
    7421927
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