Pairs trading under drift uncertainty and risk penalization (Q4555856)
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scientific article; zbMATH DE number 6983646
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Pairs trading under drift uncertainty and risk penalization |
scientific article; zbMATH DE number 6983646 |
Statements
PAIRS TRADING UNDER DRIFT UNCERTAINTY AND RISK PENALIZATION (English)
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23 November 2018
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pairs trading
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regime-switching
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partial information
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0.8358893990516663
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0.8348311185836792
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0.8169952630996704
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0.8145578503608704
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0.813659131526947
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