A deductive approach to the solution of the problem of optimal pairs trading from the viewpoint of stochastic control with time-dependent parameters (Q2795443)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A deductive approach to the solution of the problem of optimal pairs trading from the viewpoint of stochastic control with time-dependent parameters |
scientific article |
Statements
A deductive approach to the solution of the problem of optimal pairs trading from the viewpoint of stochastic control with time-dependent parameters (English)
0 references
21 March 2016
0 references
Lie symmetries
0 references
stochastic control
0 references
financial mathematics
0 references
evolution partial differential equations
0 references
0 references
0 references
0 references
