Pages that link to "Item:Q5139232"

The following pages link to Analytic value function for a pairs trading strategy with a Lévy-driven Ornstein–Uhlenbeck process (Q5139232):

Displaying 2 items.

• Calibration for multivariate Lévy-driven Ornstein-Uhlenbeck processes with applications to weak subordination (Q2144199) (← links)
• Monte Carlo Simulation for Trading Under a Lévy-Driven Mean-Reverting Framework (Q6490771) (← links)