Trading a mean-reverting asset: buy low and sell high (Q2440761)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Trading a mean-reverting asset: buy low and sell high |
scientific article |
Statements
Trading a mean-reverting asset: buy low and sell high (English)
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19 March 2014
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optimal stopping
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quasi-variational inequalities
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mean-reverting process
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