MEAN REVERSION TRADING WITH SEQUENTIAL DEADLINES AND TRANSACTION COSTS (Q4608111)
From MaRDI portal
scientific article; zbMATH DE number 6850642
Language | Label | Description | Also known as |
---|---|---|---|
English | MEAN REVERSION TRADING WITH SEQUENTIAL DEADLINES AND TRANSACTION COSTS |
scientific article; zbMATH DE number 6850642 |
Statements
MEAN REVERSION TRADING WITH SEQUENTIAL DEADLINES AND TRANSACTION COSTS (English)
0 references
15 March 2018
0 references
spread trading
0 references
optimal stopping
0 references
mean reversion
0 references
free-boundary problem
0 references
local time
0 references