Switching between a pair of stocks: an optimal trading rule (Q2001567)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Switching between a pair of stocks: an optimal trading rule |
scientific article |
Statements
Switching between a pair of stocks: an optimal trading rule (English)
0 references
3 July 2019
0 references
switching trading
0 references
quasi-variational inequalities
0 references
geometric Brownian motions with regime switching
0 references
