Pages that link to "Item:Q618955"
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The following pages link to An optimal trading rule of a mean-reverting asset (Q618955):
Displayed 4 items.
- A trend-following strategy: conditions for optimality (Q534275) (← links)
- Optimal Multiple Trading Times Under the Exponential OU Model with Transaction Costs (Q3458137) (← links)
- Optimal mean-reversion strategy in the presence of bid-ask spread and delays in capital allocations (Q4619542) (← links)
- OPTIMAL MEAN REVERSION TRADING WITH TRANSACTION COSTS AND STOP-LOSS EXIT (Q5256839) (← links)