Pages that link to "Item:Q4554412"
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The following pages link to Optimal pair-trading strategy over long/short/square positions—empirical study (Q4554412):
Displaying 3 items.
- Optimal Switching over Multiple Regimes (Q3581019) (← links)
- Infinite-Horizon Optimal Switching Regions for a Pair-Trading Strategy with Quadratic Risk Aversion Considering Simultaneous Multiple Switchings: A Viscosity Solution Approach (Q4991679) (← links)
- A CLOSED-FORM SOLUTION FOR OPTIMAL ORNSTEIN–UHLENBECK DRIVEN TRADING STRATEGIES (Q5854328) (← links)
