PAIRS TRADING UNDER DRIFT UNCERTAINTY AND RISK PENALIZATION (Q4555856)
From MaRDI portal
scientific article; zbMATH DE number 6983646
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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)
0 references
23 November 2018
0 references
pairs trading
0 references
regime-switching
0 references
partial information
0 references
0 references
0 references
