Pages that link to "Item:Q4555856"
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The following pages link to PAIRS TRADING UNDER DRIFT UNCERTAINTY AND RISK PENALIZATION (Q4555856):
Displaying 6 items.
- Stochastic filtering of a pure jump process with predictable jumps and path-dependent local characteristics (Q2157331) (← links)
- The value of knowing the market price of risk (Q2241058) (← links)
- Optimal convergence trading with unobservable pricing errors (Q2241060) (← links)
- TRADING MULTIPLE MEAN REVERSION (Q5066298) (← links)
- A flexible regime switching model with pairs trading application to the S&P 500 high-frequency stock returns (Q5235460) (← links)
- Implicit incentives for fund managers with partial information (Q6166931) (← links)
