Pages that link to "Item:Q2247920"
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The following pages link to An optimal trading rule under a switchable mean-reversion model (Q2247920):
Displaying 7 items.
- Optimal switching strategy of a mean-reverting asset over multiple regimes (Q259389) (← links)
- Switching between a pair of stocks: an optimal trading rule (Q2001567) (← links)
- Optimal pair-trading strategy over long/short/square positions—empirical study (Q4554412) (← links)
- Analytic value function for optimal regime-switching pairs trading rules (Q4554446) (← links)
- Optimal pair-trading strategy over long/short/square positions—empirical study (Q4957233) (← links)
- Infinite-Horizon Optimal Switching Regions for a Pair-Trading Strategy with Quadratic Risk Aversion Considering Simultaneous Multiple Switchings: A Viscosity Solution Approach (Q4991679) (← links)
- Pairs trading under a mean reversion model with regime switching (Q6668654) (← links)
