Pairs trading with illiquidity and position limits (Q2244254)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pairs trading with illiquidity and position limits |
scientific article |
Statements
Pairs trading with illiquidity and position limits (English)
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12 November 2021
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cointegration
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liquidity
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pairs trading
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position limits
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singular control problem
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