Pairs trading: an optimal selling rule (Q2356558)

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Pairs trading: an optimal selling rule
scientific article

    Statements

    title
    Pairs trading: an optimal selling rule (English)
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    author
    Yanyan Li
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    publication date
    30 July 2015
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    zbMATH Keywords
    pairs trading
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    optimal selling
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    mean-reverting process
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    Identifiers

    Mathematics Subject Classification ID
    93E20
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    91B24
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    91G80
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    49L20
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    zbMATH DE Number
    6467997
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