List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Optimal starting–stopping and switching of a CIR process with fixed costs Risk and Decision Analysis | 2019-03-12 | Paper |
| Speculative futures trading under mean reversion Asia-Pacific Financial Markets | 2018-12-03 | Paper |
| Optimal multiple trading times under the exponential OU model with transaction costs Stochastic Models | 2015-12-08 | Paper |
| OPTIMAL MEAN REVERSION TRADING WITH TRANSACTION COSTS AND STOP-LOSS EXIT International Journal of Theoretical and Applied Finance | 2015-06-29 | Paper |
Research outcomes over time
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