Pairs trading: an optimal selling rule (Q2356558)
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scientific article; zbMATH DE number 6467997
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Pairs trading: an optimal selling rule |
scientific article; zbMATH DE number 6467997 |
Statements
Pairs trading: an optimal selling rule (English)
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30 July 2015
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pairs trading
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optimal selling
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mean-reverting process
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0.8922671675682068
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0.8835031986236572
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0.8809646964073181
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0.8489169478416443
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0.8448859453201294
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