Pages that link to "Item:Q1657539"
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The following pages link to Costly arbitrage through pairs trading (Q1657539):
Displaying 11 items.
- Optimal switching for the pairs trading rule: a viscosity solutions approach (Q275316) (← links)
- Statistical arbitrage for multiple co-integrated stocks (Q2152592) (← links)
- Optimal convergence trading with unobservable pricing errors (Q2241060) (← links)
- Pairs trading with illiquidity and position limits (Q2244254) (← links)
- Robust dynamic pairs trading with cointegration (Q2417107) (← links)
- Model-based pairs trading in the bitcoin markets (Q4555101) (← links)
- PAIRS TRADING UNDER DRIFT UNCERTAINTY AND RISK PENALIZATION (Q4555856) (← links)
- Time-Consistent Mean-Variance Pairs-Trading Under Regime-Switching Cointegration (Q4971976) (← links)
- Pairs trading under delayed cointegration (Q5039626) (← links)
- Optimal Cross-Border Electricity Trading (Q5065091) (← links)
- High-dimensional Statistical Arbitrage with Factor Models and Stochastic Control (Q5207795) (← links)
