Pages that link to "Item:Q1657539"
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The following pages link to Costly arbitrage through pairs trading (Q1657539):
Displaying 5 items.
- Optimal switching for the pairs trading rule: a viscosity solutions approach (Q275316) (← links)
- Statistical arbitrage for multiple co-integrated stocks (Q2152592) (← links)
- Optimal convergence trading with unobservable pricing errors (Q2241060) (← links)
- Pairs trading with illiquidity and position limits (Q2244254) (← links)
- Robust dynamic pairs trading with cointegration (Q2417107) (← links)