Speculative futures trading under mean reversion (Q1627723)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Speculative futures trading under mean reversion |
scientific article |
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Speculative futures trading under mean reversion (English)
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3 December 2018
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optimal stopping
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mean reversion
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futures trading
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roll yield
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variational inequality
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