Optimal investment and consumption for pairs trading financial markets on small time interval (Q6295154)

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scientific article; zbMATH DE number 900335264
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Optimal investment and consumption for pairs trading financial markets on small time interval
scientific article; zbMATH DE number 900335264

    Statements

    publication date
    8 December 2017
    0 references
    arXiv classification
    math.PR
    0 references

    Identifiers

    arXiv ID
    1712.04333
    0 references
     
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