Pairs Trading with Opportunity Cost (Q5416556)

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scientific article; zbMATH DE number 6295057
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English
Pairs Trading with Opportunity Cost
scientific article; zbMATH DE number 6295057

    Statements

    title
    Pairs Trading with Opportunity Cost (English)
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    author
    Carl Lindberg
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    publication date
    14 May 2014
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    zbMATH Keywords
    optimal stopping
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    pairs trading
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    opportunity cost
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    optimization
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    trading
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    Identifiers

    Mathematics Subject Classification ID
    91G80
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    60G40
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    60J60
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    zbMATH DE Number
    6295057
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    OpenAlex ID
    W1995701575
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