Pages that link to "Item:Q951492"

The following pages link to Option valuation with co-integrated asset prices (Q951492):

Displaying 18 items.

• Commodity derivatives pricing with cointegration and stochastic covariances (Q319797) (← links)
• Dynamic cointegrated pairs trading: mean-variance time-consistent strategies (Q492113) (← links)
• Statistical estimation of multivariate Ornstein-Uhlenbeck processes and applications to co-integration (Q528158) (← links)
• Mean-variance portfolio selection of cointegrated assets (Q550847) (← links)
• Costly arbitrage through pairs trading (Q1657539) (← links)
• Dynamic pairs trading using the stochastic control approach (Q1994134) (← links)
• Pairs trading with illiquidity and position limits (Q2244254) (← links)
• Optimal market-making strategies under synchronised order arrivals with deep neural networks (Q2246653) (← links)
• Mean-variance asset-liability management: cointegrated assets and insurance liability (Q2253397) (← links)
• Robust dynamic pairs trading with cointegration (Q2417107) (← links)
• Cointegration in continuous time for factor models (Q2633453) (← links)
• Determining the number of factors in a multivariate error correction-volatility factor model (Q3566437) (← links)
• Model-based pairs trading in the bitcoin markets (Q4555101) (← links)
• PAIRS TRADING UNDER DRIFT UNCERTAINTY AND RISK PENALIZATION (Q4555856) (← links)
• TIME SERIES REGRESSION ON INTEGRATED CONTINUOUS-TIME PROCESSES WITH HEAVY AND LIGHT TAILS (Q4917229) (← links)
• Cointegrated Commodity Markets and Pricing of Derivatives in a Non-Gaussian Framework (Q4976513) (← links)
• MEAN–VARIANCE EQUILIBRIUM ASSET-LIABILITY MANAGEMENT STRATEGY WITH COINTEGRATED ASSETS (Q5150287) (← links)
• Optimal investment and consumption under a continuous-time cointegration model with exponential utility (Q5234345) (← links)