Pages that link to "Item:Q5256839"
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The following pages link to OPTIMAL MEAN REVERSION TRADING WITH TRANSACTION COSTS AND STOP-LOSS EXIT (Q5256839):
Displaying 29 items.
- Speculative futures trading under mean reversion (Q1627723) (← links)
- Capacity expansion games with application to competition in power generation investments (Q1655769) (← links)
- Optimal trading with a trailing stop (Q2020306) (← links)
- Kalman filter approach to real options with active learning (Q2090119) (← links)
- Speculative trading, prospect theory and transaction costs (Q2111243) (← links)
- Statistical arbitrage for multiple co-integrated stocks (Q2152592) (← links)
- Sparse mean-reverting portfolios via penalized likelihood optimization (Q2288638) (← links)
- Optimal mean-reverting spread trading: nonlinear integral equation approach (Q2408713) (← links)
- Optimal risk-averse timing of an asset sale: trending versus mean-reverting price dynamics (Q2422122) (← links)
- Optimal double stopping of a Brownian bridge (Q2786434) (← links)
- ALGORITHMIC TRADING OF CO-INTEGRATED ASSETS (Q2828051) (← links)
- Optimal Multiple Trading Times Under the Exponential OU Model with Transaction Costs (Q3458137) (← links)
- Analytic value function for optimal regime-switching pairs trading rules (Q4554446) (← links)
- Model-based pairs trading in the bitcoin markets (Q4555101) (← links)
- PAIRS TRADING UNDER DRIFT UNCERTAINTY AND RISK PENALIZATION (Q4555856) (← links)
- TRADING STRATEGIES WITHIN THE EDGES OF NO-ARBITRAGE (Q4565076) (← links)
- Stochastic Gradient Descent in Continuous Time (Q4607057) (← links)
- MEAN REVERSION TRADING WITH SEQUENTIAL DEADLINES AND TRANSACTION COSTS (Q4608111) (← links)
- Optimal mean-reversion strategy in the presence of bid-ask spread and delays in capital allocations (Q4619542) (← links)
- Optimal Cross-Border Electricity Trading (Q5065091) (← links)
- Analytic value function for a pairs trading strategy with a Lévy-driven Ornstein–Uhlenbeck process (Q5139232) (← links)
- High-dimensional Statistical Arbitrage with Factor Models and Stochastic Control (Q5207795) (← links)
- A CLOSED-FORM SOLUTION FOR OPTIMAL ORNSTEIN–UHLENBECK DRIVEN TRADING STRATEGIES (Q5854328) (← links)
- Double-Execution Strategies Using Path Signatures (Q5872884) (← links)
- Convergence of the Kiefer–Wolfowitz algorithm in the presence of discontinuities (Q6159389) (← links)
- Ornstein-Uhlenbeck process driven by \(\alpha\)-stable process and its gamma subordination (Q6164836) (← links)
- Continuous‐time stochastic gradient descent for optimizing over the stationary distribution of stochastic differential equations (Q6196292) (← links)
- Monte Carlo Simulation for Trading Under a Lévy-Driven Mean-Reverting Framework (Q6490771) (← links)
- Optimal times to buy and sell a home (Q6492033) (← links)
