Pages that link to "Item:Q1626514"
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The following pages link to An optimal strategy for pairs trading under geometric Brownian motions (Q1626514):
Displaying 6 items.
- Switching between a pair of stocks: an optimal trading rule (Q2001567) (← links)
- Generalization of affine feedback stock trading results to include stop-loss orders (Q2063816) (← links)
- Pairs-trading under geometric Brownian motions: an optimal strategy with cutting losses (Q2307598) (← links)
- Pairs trading: an optimal selling rule under a regime switching model (Q4989153) (← links)
- Pairs Trading under Geometric Brownian Motion Models (Q5050093) (← links)
- On theoretical foundations of mostly model-free cross-coupled simultaneously long-short stock trading controllers (Q6092460) (← links)
