Pages that link to "Item:Q4554446"
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The following pages link to Analytic value function for optimal regime-switching pairs trading rules (Q4554446):
Displaying 6 items.
- Zero-inflated regime-switching stochastic differential equation models for highly unbalanced multivariate, multi-subject time-series data (Q2331187) (← links)
- Bertram's pairs trading strategy with bounded risk (Q2673290) (← links)
- Time-Consistent Mean-Variance Pairs-Trading Under Regime-Switching Cointegration (Q4971976) (← links)
- Analytic value function for a pairs trading strategy with a Lévy-driven Ornstein–Uhlenbeck process (Q5139232) (← links)
- A flexible regime switching model with pairs trading application to the S&P 500 high-frequency stock returns (Q5235460) (← links)
- A CLOSED-FORM SOLUTION FOR OPTIMAL ORNSTEIN–UHLENBECK DRIVEN TRADING STRATEGIES (Q5854328) (← links)
