Pairs trading with a mean-reverting jump–diffusion model on high-frequency data (Q4619518)
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scientific article; zbMATH DE number 7013637
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pairs trading with a mean-reverting jump–diffusion model on high-frequency data |
scientific article; zbMATH DE number 7013637 |
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Pairs trading with a mean-reverting jump–diffusion model on high-frequency data (English)
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6 February 2019
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finance
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statistical arbitrage
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pairs trading
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high-frequency data
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jump-diffusion model
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mean-reversion
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