Speculative trading in mean reverting markets (Q704070)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Speculative trading in mean reverting markets |
scientific article |
Statements
Speculative trading in mean reverting markets (English)
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12 January 2005
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Decision analysis
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Mean reverting processes
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Commodity markets
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Optimal strategy
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Simulation analysis
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