The following pages link to Optimal dynamic basis trading (Q2334405):
Displaying 5 items.
- Optimal trading of a basket of futures contracts (Q2191860) (← links)
- Optimal bitcoin trading with inverse futures (Q2241555) (← links)
- Constrained dynamic futures portfolios with stochastic basis (Q2701100) (← links)
- OPTIMAL DYNAMIC FUTURES PORTFOLIO UNDER A MULTIFACTOR GAUSSIAN FRAMEWORK (Q5157844) (← links)
- Optimal pairs trading of mean-reverting processes over multiple assets (Q6164088) (← links)